-38.6%
DXCM vs SEI
+924.7%
-963.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +16.3% | -20.1% | -4.7% |
| 7D | -6.2% | +28.8% | -35.1% | -7.7% |
| 30D | -0.3% | +10.4% | -10.6% | -1.0% |
| 3M | +10.3% | -11.4% | +21.7% | +10.4% |
| 6M | +24.1% | +31.2% | -7.1% | +20.0% |
| YTD | +27.4% | +39.7% | -12.4% | +22.1% |
| 1Y | +8.4% | +149.0% | -140.6% | -1.3% |
| 3Y | -19.0% | +560.2% | -579.2% | -32.0% |
| 5Y | -38.6% | +955.7% | -994.3% | -49.0% |
| All | -38.6% | +924.7% | -963.3% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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