+36.2%
SWKS vs DXCM
+40.8%
-4.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.3% |
| 7D | +9.4% | +4.9% | +4.5% | +9.0% |
| 30D | +17.0% | -0.2% | +17.1% | +16.9% |
| 3M | +28.9% | -8.9% | +37.8% | +30.1% |
| 6M | +33.1% | +42.3% | -9.1% | +22.3% |
| YTD | +44.8% | +25.6% | +19.2% | +35.4% |
| 1Y | +36.2% | +39.5% | -3.3% | +19.3% |
| All | +36.2% | +40.8% | -4.5% | +19.3% |
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