+334.3%
SPGI vs DXCM
+421.6%
-87.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.3% |
| 7D | -0.9% | -4.4% | +3.5% | -0.1% |
| 30D | +15.5% | -3.6% | +19.1% | +16.1% |
| 3M | +15.7% | -4.3% | +20.0% | +16.4% |
| 6M | +19.1% | +33.8% | -14.7% | +12.7% |
| YTD | -4.1% | +22.1% | -26.2% | -8.0% |
| 1Y | +1.2% | +47.4% | -46.2% | -6.0% |
| 3Y | +31.6% | -12.3% | +43.8% | +26.2% |
| 5Y | +12.4% | -49.1% | +61.5% | +15.0% |
| 10Y | +334.3% | +423.1% | -88.8% | +248.6% |
| All | +334.3% | +421.6% | -87.3% | +248.6% |
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