-53.0%
SWKS vs DXCM
-35.5%
-17.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.0% |
| 7D | +12.5% | -3.2% | +15.7% | +13.3% |
| 30D | +10.5% | +6.3% | +4.2% | +8.8% |
| 3M | -7.4% | +21.1% | -28.5% | -12.1% |
| 6M | +32.7% | +20.6% | +12.1% | +25.5% |
| YTD | +19.2% | +32.4% | -13.3% | +10.0% |
| 1Y | +2.4% | +8.8% | -6.5% | -1.5% |
| 3Y | -25.6% | -13.7% | -11.9% | -30.4% |
| All | -53.0% | -35.5% | -17.5% | -56.4% |
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