+1,907.8%
STX vs DXCM
+409.7%
+1,498.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -17.3% | -3.7% | -13.6% | -16.8% |
| 30D | -35.9% | -5.0% | -31.0% | -35.5% |
| 3M | -37.3% | -8.8% | -28.5% | -36.6% |
| 6M | -35.8% | +31.9% | -67.7% | -39.6% |
| YTD | +82.7% | +20.4% | +62.3% | +74.8% |
| 1Y | +71.6% | +45.7% | +25.9% | +58.9% |
| 3Y | +635.3% | -15.0% | +650.3% | +610.8% |
| 5Y | +483.8% | -48.5% | +532.2% | +492.6% |
| All | +1,907.8% | +409.7% | +1,498.1% | +1,426.4% |
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 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