-15.3%
DXCM vs SU
+132.3%
-147.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.4% |
| 7D | +4.9% | +1.7% | +3.2% | +4.9% |
| 30D | -0.2% | -7.9% | +7.7% | 0.0% |
| 3M | -8.9% | +7.5% | -16.5% | -9.5% |
| 6M | +42.3% | +7.2% | +35.1% | +41.1% |
| YTD | +25.6% | +60.9% | -35.4% | +20.4% |
| 1Y | +39.5% | +63.6% | -24.1% | +33.6% |
| 3Y | -15.3% | +128.9% | -144.1% | -20.3% |
| All | -15.3% | +132.3% | -147.6% | -20.3% |
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 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