+373.3%
DXCM vs SEI
+605.9%
-232.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.5% |
| 7D | +4.9% | +10.5% | -5.5% | +4.2% |
| 30D | -0.2% | -8.0% | +7.8% | -0.2% |
| 3M | -8.9% | +6.7% | -15.6% | -10.5% |
| 6M | +42.3% | -17.0% | +59.3% | +41.6% |
| YTD | +25.6% | +39.7% | -14.1% | +18.2% |
| 1Y | +39.5% | +43.2% | -3.6% | +30.8% |
| 3Y | -15.3% | +676.3% | -691.6% | -35.5% |
| 5Y | -48.4% | +891.0% | -939.5% | -62.8% |
| All | +373.3% | +605.9% | -232.6% | +242.9% |
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