-25.2%
SWKS vs DXCM
-13.8%
-11.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +3.8% |
| 7D | +12.5% | -3.2% | +15.7% | +13.0% |
| 30D | +10.5% | +6.3% | +4.2% | +9.4% |
| 3M | -7.4% | +21.1% | -28.5% | -10.5% |
| 6M | +32.7% | +20.6% | +12.1% | +28.0% |
| YTD | +19.2% | +32.4% | -13.3% | +13.2% |
| 1Y | +2.4% | +8.8% | -6.5% | -0.2% |
| All | -25.2% | -13.8% | -11.5% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling