-38.5%
DXCM vs SU
+341.5%
-380.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -5.8% | +1.7% | -7.5% | -6.0% |
| 30D | -5.6% | +9.6% | -15.2% | -6.7% |
| 3M | +13.0% | +11.7% | +1.3% | +11.3% |
| 6M | +24.7% | +21.9% | +2.8% | +20.7% |
| YTD | +27.3% | +58.6% | -31.3% | +18.5% |
| 1Y | +11.2% | +66.5% | -55.3% | +2.7% |
| 3Y | -19.0% | +121.4% | -140.4% | -29.4% |
| 5Y | -38.5% | +355.7% | -394.2% | -51.3% |
| All | -38.5% | +341.5% | -380.0% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling