-38.5%
DXCM vs SNY
+9.4%
-48.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -5.5% | -3.3% | -2.2% | -5.0% |
| 30D | -8.6% | -2.2% | -6.4% | -8.3% |
| 3M | +10.3% | -3.0% | +13.4% | +10.8% |
| 6M | +25.2% | +2.7% | +22.5% | +24.8% |
| YTD | +25.1% | -6.8% | +31.9% | +26.1% |
| 1Y | +9.2% | -5.3% | +14.5% | +9.8% |
| 3Y | -22.6% | -9.8% | -12.8% | -21.9% |
| All | -38.5% | +9.4% | -48.0% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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