-21.8%
DXCM vs SU
+120.6%
-142.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -0.9% |
| 7D | -6.5% | +1.6% | -8.0% | -6.6% |
| 30D | -4.3% | +10.7% | -15.0% | -4.9% |
| 3M | +7.3% | +13.5% | -6.2% | +6.3% |
| 6M | +22.0% | +21.8% | +0.2% | +19.6% |
| YTD | +26.4% | +58.8% | -32.5% | +20.8% |
| 1Y | +7.0% | +72.0% | -65.0% | +1.6% |
| All | -21.8% | +120.6% | -142.4% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling