+29.9%
SPGI vs DXCM
-13.9%
+43.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.8% |
| 7D | +1.2% | +4.9% | -3.7% | +0.7% |
| 30D | +15.9% | -0.2% | +16.1% | +15.9% |
| 3M | +12.3% | -8.9% | +21.2% | +13.3% |
| 6M | +23.7% | +42.3% | -18.6% | +19.0% |
| YTD | -3.5% | +25.6% | -29.1% | -6.1% |
| 1Y | +0.4% | +39.5% | -39.1% | -3.1% |
| 3Y | +29.9% | -15.3% | +45.2% | +21.1% |
| All | +29.9% | -13.9% | +43.8% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling