+1.8%
SPGI vs DXCM
+42.7%
-40.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | -1.4% | -9.2% | +7.8% | +0.9% |
| 30D | +15.3% | -6.5% | +21.7% | +16.9% |
| 3M | +16.5% | -10.3% | +26.8% | +19.2% |
| 6M | +19.8% | +35.4% | -15.6% | +9.6% |
| YTD | -3.2% | +21.1% | -24.3% | -7.5% |
| 1Y | +1.8% | +38.2% | -36.4% | -3.8% |
| All | +1.8% | +42.7% | -40.9% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling