+1,019.5%
STX vs DXCM
-35.5%
+1,055.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.4% | +6.7% |
| 7D | +2.4% | -3.2% | +5.6% | +2.9% |
| 30D | +1.4% | +6.3% | -5.0% | +0.2% |
| 3M | -8.2% | +21.1% | -29.3% | -12.1% |
| 6M | +127.0% | +20.6% | +106.4% | +117.0% |
| YTD | +209.1% | +32.4% | +176.7% | +190.1% |
| 1Y | +365.4% | +8.8% | +356.6% | +351.5% |
| 3Y | +1,135.4% | -13.7% | +1,149.1% | +1,076.2% |
| All | +1,019.5% | -35.5% | +1,055.1% | +969.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling