+377.6%
STM vs DXCM
+2,546.4%
-2,168.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | -7.9% | -3.7% | -4.2% | -7.3% |
| 30D | -14.1% | -5.0% | -9.2% | -13.5% |
| 3M | -17.6% | -8.8% | -8.8% | -16.4% |
| 6M | -24.2% | +31.9% | -56.1% | -29.5% |
| YTD | +73.3% | +20.4% | +52.9% | +64.0% |
| 1Y | +90.1% | +45.7% | +44.4% | +72.8% |
| 3Y | +10.3% | -15.0% | +25.4% | +6.6% |
| 5Y | -5.7% | -48.5% | +42.7% | -2.0% |
| 10Y | +444.1% | +411.2% | +32.8% | +246.2% |
| All | +377.6% | +2,546.4% | -2,168.7% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling