+10,227.5%
STX vs DXCM
+2,810.6%
+7,416.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.1% |
| 3M | -8.2% | +21.1% | -29.3% | -12.3% |
| 6M | +127.0% | +20.6% | +106.4% | +116.4% |
| YTD | +209.1% | +32.4% | +176.7% | +189.5% |
| 1Y | +365.4% | +8.8% | +356.6% | +349.4% |
| 3Y | +1,135.4% | -13.7% | +1,149.1% | +1,086.3% |
| 5Y | +991.5% | -35.2% | +1,026.7% | +975.3% |
| 10Y | +3,695.8% | +281.8% | +3,414.0% | +2,342.3% |
| All | +10,227.5% | +2,810.6% | +7,416.9% | +3,134.8% |
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