+673.8%
STX vs DXCM
-13.9%
+687.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -3.3% |
| 7D | +14.6% | +4.9% | +9.7% | +14.1% |
| 30D | -26.0% | -0.2% | -25.8% | -26.0% |
| 3M | -42.6% | -8.9% | -33.7% | -42.1% |
| 6M | -35.3% | +42.3% | -77.5% | -38.9% |
| YTD | +92.5% | +25.6% | +66.9% | +85.5% |
| 1Y | +102.4% | +39.5% | +62.9% | +92.4% |
| 3Y | +673.8% | -15.3% | +689.1% | +596.9% |
| All | +673.8% | -13.9% | +687.7% | +596.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling