-41.9%
SWKS vs DXCM
-48.9%
+7.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.3% |
| 7D | -2.7% | -4.4% | +1.6% | -1.9% |
| 30D | +8.5% | -3.6% | +12.1% | +9.0% |
| 3M | +17.3% | -4.3% | +21.6% | +17.8% |
| 6M | +25.1% | +33.8% | -8.6% | +14.8% |
| YTD | +33.3% | +22.1% | +11.2% | +24.7% |
| 1Y | +22.9% | +47.4% | -24.5% | +9.6% |
| 3Y | +5.5% | -12.3% | +17.8% | -2.6% |
| 5Y | -41.9% | -49.1% | +7.2% | -41.2% |
| All | -41.9% | -48.9% | +7.0% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling