+15.7%
STM vs DXCM
-13.8%
+29.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.2% |
| 7D | +5.8% | -3.2% | +9.0% | +6.3% |
| 30D | -1.0% | +6.3% | -7.3% | -2.1% |
| 3M | -33.3% | +21.1% | -54.3% | -35.7% |
| 6M | +57.4% | +20.6% | +36.8% | +51.5% |
| YTD | +102.2% | +32.4% | +69.8% | +91.1% |
| 1Y | +99.6% | +8.8% | +90.8% | +94.7% |
| All | +15.7% | -13.8% | +29.5% | +13.4% |
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