+98.3%
STM vs DXCM
+40.8%
+57.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.5% |
| 7D | +12.0% | +4.9% | +7.1% | +11.9% |
| 30D | -0.4% | -0.2% | -0.2% | -0.2% |
| 3M | -13.2% | -8.9% | -4.3% | -12.7% |
| 6M | -26.1% | +42.3% | -68.3% | -29.6% |
| YTD | +81.2% | +25.6% | +55.6% | +80.6% |
| 1Y | +98.3% | +39.5% | +58.8% | +85.7% |
| All | +98.3% | +40.8% | +57.6% | +85.7% |
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