+1.3%
SWKS vs DXCM
-14.6%
+15.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -3.1% | -3.7% | +0.5% | -2.7% |
| 30D | +8.3% | -5.0% | +13.3% | +8.9% |
| 3M | +20.2% | -8.8% | +29.1% | +21.5% |
| 6M | +24.9% | +31.9% | -6.9% | +18.0% |
| YTD | +33.2% | +20.4% | +12.7% | +27.5% |
| 1Y | +23.6% | +45.7% | -22.2% | +14.6% |
| 3Y | +1.3% | -15.0% | +16.3% | -2.6% |
| All | +1.3% | -14.6% | +15.9% | -2.6% |
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