+4.9%
STM vs DXCM
-18.8%
+23.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -6.0% | +10.4% | +5.4% |
| 7D | -10.7% | -3.5% | -7.2% | -10.3% |
| 30D | -25.7% | -5.8% | -19.9% | -25.2% |
| 3M | -21.6% | -4.3% | -17.2% | -21.3% |
| 6M | -27.8% | +31.6% | -59.4% | -32.4% |
| YTD | +61.8% | +19.6% | +42.1% | +54.4% |
| 1Y | +78.1% | +36.9% | +41.2% | +65.4% |
| 3Y | +4.9% | -16.3% | +21.2% | -2.6% |
| All | +4.9% | -18.8% | +23.7% | -2.6% |
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