+3,918.0%
SOXX vs DXCM
+2,677.5%
+1,240.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +6.1% | -6.5% | +12.6% | +7.4% |
| 30D | +0.5% | -4.3% | +4.8% | +1.2% |
| 3M | -5.3% | +7.3% | -12.6% | -7.3% |
| 6M | +58.3% | +22.0% | +36.3% | +50.8% |
| YTD | +76.8% | +26.4% | +50.5% | +67.1% |
| 1Y | +114.6% | +7.0% | +107.6% | +108.1% |
| 3Y | +229.6% | -19.6% | +249.2% | +222.2% |
| 5Y | +257.3% | -39.3% | +296.6% | +260.3% |
| 10Y | +1,583.2% | +260.9% | +1,322.3% | +1,078.4% |
| All | +3,918.0% | +2,677.5% | +1,240.5% | +1,502.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling