+89.4%
STM vs DXCM
+47.0%
+42.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.1% | +4.7% | +6.7% |
| 7D | -5.6% | -4.4% | -1.2% | -5.3% |
| 30D | -14.4% | -3.6% | -10.8% | -14.2% |
| 3M | -20.5% | -4.3% | -16.1% | -20.3% |
| 6M | -24.5% | +33.8% | -58.3% | -27.2% |
| YTD | +72.7% | +22.1% | +50.5% | +72.6% |
| All | +89.4% | +47.0% | +42.4% | +75.9% |
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