+18.9%
SWKS vs DXCM
+44.8%
-25.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.6% | -9.5% | -3.4% |
| 7D | -4.9% | +12.5% | -17.5% | -6.0% |
| 30D | -1.2% | +1.8% | -3.0% | -1.3% |
| 3M | +24.2% | +1.8% | +22.4% | +23.8% |
| 6M | +21.5% | +47.4% | -25.9% | +11.9% |
| YTD | +33.5% | +33.3% | +0.2% | +25.3% |
| 1Y | +18.9% | +44.6% | -25.7% | +8.5% |
| All | +18.9% | +44.8% | -25.9% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling