+73.2%
STX vs DXCM
+47.0%
+26.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.1% | +7.7% | +9.9% |
| 7D | -14.8% | -4.4% | -10.4% | -14.6% |
| 30D | -35.4% | -3.6% | -31.7% | -35.1% |
| 3M | -37.7% | -4.3% | -33.3% | -37.4% |
| 6M | -35.2% | +33.8% | -69.0% | -37.7% |
| YTD | +84.4% | +22.1% | +62.2% | +86.8% |
| All | +73.2% | +47.0% | +26.2% | +68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling