+465.1%
STM vs DXCM
+402.7%
+62.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | 0.0% |
| 7D | +12.0% | +4.9% | +7.1% | +10.8% |
| 30D | -0.4% | -0.2% | -0.2% | -0.7% |
| 3M | -13.2% | -8.9% | -4.3% | -11.7% |
| 6M | -26.1% | +42.3% | -68.3% | -33.4% |
| YTD | +81.2% | +25.6% | +55.6% | +67.9% |
| 1Y | +98.3% | +39.5% | +58.8% | +78.9% |
| 3Y | +16.7% | -15.3% | +32.0% | +11.5% |
| 5Y | -4.8% | -48.4% | +43.6% | -1.6% |
| All | +465.1% | +402.7% | +62.3% | +302.3% |
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