+32.1%
SWKS vs DXCM
+410.2%
-378.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.0% | +7.2% | +2.5% |
| 7D | -6.2% | -3.5% | -2.7% | -5.6% |
| 30D | -1.5% | -5.8% | +4.3% | -0.5% |
| 3M | +23.0% | -4.3% | +27.3% | +23.5% |
| 6M | +27.6% | +31.6% | -4.0% | +18.1% |
| YTD | +32.3% | +19.6% | +12.7% | +24.8% |
| 1Y | +20.1% | +36.9% | -16.7% | +9.7% |
| 3Y | +0.6% | -16.3% | +16.9% | -3.7% |
| 5Y | -42.3% | -50.0% | +7.7% | -40.4% |
| All | +32.1% | +410.2% | -378.1% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling