+93.6%
STX vs DXCM
+40.2%
+53.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | +16.8% | -3.6% | +20.5% | +16.6% |
| 30D | -27.0% | -4.3% | -22.7% | -26.8% |
| 3M | -37.9% | -10.4% | -27.5% | -37.8% |
| 6M | -32.5% | +33.1% | -65.6% | -35.7% |
| YTD | +98.6% | +22.6% | +76.0% | +98.3% |
| 1Y | +93.6% | +36.5% | +57.0% | +77.5% |
| All | +93.6% | +40.2% | +53.4% | +77.5% |
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