+331.8%
SPGI vs DXCM
+410.2%
-78.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | +0.1% |
| 7D | +0.3% | -3.5% | +3.8% | +0.9% |
| 30D | +18.4% | -5.8% | +24.2% | +19.5% |
| 3M | +15.7% | -4.3% | +20.0% | +16.4% |
| 6M | +17.3% | +31.6% | -14.3% | +11.3% |
| YTD | -4.7% | +19.6% | -24.4% | -8.3% |
| 1Y | +1.8% | +36.9% | -35.1% | -4.3% |
| 3Y | +31.7% | -16.3% | +48.0% | +27.4% |
| 5Y | +12.1% | -50.0% | +62.1% | +15.0% |
| All | +331.8% | +410.2% | -78.3% | +247.4% |
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