+5,510.3%
STX vs DXCM
+2,529.5%
+2,980.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | -0.1% |
| 7D | -28.5% | -3.5% | -25.0% | -28.1% |
| 30D | -42.9% | -5.8% | -37.1% | -42.4% |
| 3M | -45.9% | -4.3% | -41.6% | -45.7% |
| 6M | -41.3% | +31.6% | -72.9% | -45.1% |
| YTD | +67.9% | +19.6% | +48.3% | +59.8% |
| 1Y | +66.5% | +36.9% | +29.7% | +54.4% |
| 3Y | +588.0% | -16.3% | +604.2% | +565.3% |
| 5Y | +449.1% | -50.0% | +499.1% | +467.0% |
| 10Y | +1,982.8% | +413.2% | +1,569.7% | +1,165.7% |
| All | +5,510.3% | +2,529.5% | +2,980.8% | +1,685.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling