+257.0%
DXCM vs SU
+267.2%
-10.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -5.5% | +2.2% | -7.8% | -5.9% |
| 30D | -8.6% | +8.4% | -17.0% | -9.7% |
| 3M | +10.3% | +12.1% | -1.8% | +8.3% |
| 6M | +25.2% | +19.7% | +5.5% | +21.1% |
| YTD | +25.1% | +58.4% | -33.3% | +15.5% |
| 1Y | +9.2% | +67.2% | -58.0% | 0.0% |
| 3Y | -22.6% | +125.0% | -147.6% | -33.5% |
| 5Y | -39.5% | +355.1% | -394.6% | -54.8% |
| All | +257.0% | +267.2% | -10.3% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling