+3,676.0%
STX vs DXCM
+256.6%
+3,419.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.8% | +10.3% | +7.1% |
| 7D | +10.7% | -6.2% | +17.0% | +11.8% |
| 30D | +11.3% | -0.3% | +11.5% | +11.2% |
| 3M | +3.2% | +10.3% | -7.1% | +0.7% |
| 6M | +157.0% | +24.1% | +132.8% | +144.8% |
| YTD | +229.2% | +27.4% | +201.8% | +212.3% |
| 1Y | +381.8% | +8.4% | +373.5% | +367.5% |
| 3Y | +1,383.2% | -19.0% | +1,402.2% | +1,343.0% |
| 5Y | +1,144.9% | -38.6% | +1,183.5% | +1,130.7% |
| 10Y | +3,676.0% | +252.9% | +3,423.1% | +2,965.1% |
| All | +3,676.0% | +256.6% | +3,419.4% | +2,965.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling