+31.7%
SPGI vs DXCM
-18.8%
+50.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | -0.3% |
| 7D | +0.3% | -3.5% | +3.8% | +0.7% |
| 30D | +18.4% | -5.8% | +24.2% | +19.1% |
| 3M | +15.7% | -4.3% | +20.0% | +16.2% |
| 6M | +17.3% | +31.6% | -14.3% | +13.8% |
| YTD | -4.7% | +19.6% | -24.4% | -6.8% |
| 1Y | +1.8% | +36.9% | -35.1% | -1.5% |
| 3Y | +31.7% | -16.3% | +48.0% | +26.0% |
| All | +31.7% | -18.8% | +50.5% | +26.0% |
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