+20.1%
SWKS vs DXCM
+34.7%
-14.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.0% | +7.2% | +1.7% |
| 7D | -6.2% | -3.5% | -2.7% | -6.0% |
| 30D | -1.5% | -5.8% | +4.3% | -1.1% |
| 3M | +23.0% | -4.3% | +27.3% | +22.9% |
| 6M | +27.6% | +31.6% | -4.0% | +18.6% |
| YTD | +32.3% | +19.6% | +12.7% | +25.1% |
| 1Y | +20.1% | +36.9% | -16.7% | +7.9% |
| All | +20.1% | +34.7% | -14.5% | +7.9% |
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