+334.0%
SPGI vs DXCM
+411.4%
-77.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | +1.6% | -3.7% | +5.3% | +2.2% |
| 30D | +16.1% | -5.0% | +21.1% | +17.0% |
| 3M | +15.5% | -8.8% | +24.3% | +17.1% |
| 6M | +19.6% | +31.9% | -12.2% | +13.5% |
| YTD | -3.6% | +20.4% | -24.0% | -7.3% |
| 1Y | +2.2% | +45.7% | -43.5% | -4.9% |
| 3Y | +30.1% | -15.0% | +45.1% | +25.5% |
| 5Y | +14.9% | -48.5% | +63.4% | +17.3% |
| 10Y | +334.0% | +411.2% | -77.3% | +249.1% |
| All | +334.0% | +411.4% | -77.4% | +249.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling