+481.0%
STX vs DXCM
-49.1%
+530.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | +16.8% | -3.6% | +20.5% | +17.6% |
| 30D | -27.0% | -4.3% | -22.7% | -26.6% |
| 3M | -37.9% | -10.4% | -27.5% | -36.9% |
| 6M | -32.5% | +33.1% | -65.6% | -37.0% |
| YTD | +98.6% | +22.6% | +76.0% | +88.5% |
| 1Y | +93.6% | +36.5% | +57.0% | +80.1% |
| 3Y | +699.1% | -13.5% | +712.5% | +657.1% |
| 5Y | +481.0% | -49.6% | +530.7% | +466.1% |
| All | +481.0% | -49.1% | +530.1% | +466.1% |
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