+399.3%
DXCM vs SEI
+507.3%
-108.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.4% | -5.5% | -2.3% |
| 7D | -3.2% | +10.2% | -13.5% | -4.0% |
| 30D | +6.3% | -1.0% | +7.4% | +6.2% |
| 3M | +21.1% | -27.9% | +49.0% | +23.3% |
| 6M | +20.6% | +10.4% | +10.2% | +17.5% |
| YTD | +32.4% | +20.1% | +12.3% | +27.5% |
| 1Y | +8.8% | +109.7% | -100.9% | -1.3% |
| 3Y | -13.7% | +458.6% | -472.4% | -31.7% |
| 5Y | -35.2% | +775.3% | -810.5% | -52.5% |
| All | +399.3% | +507.3% | -108.0% | +269.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling