-48.1%
DXCM vs SU
+230.1%
-278.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.3% |
| 7D | +4.9% | +1.7% | +3.2% | +4.7% |
| 30D | -0.2% | -7.9% | +7.7% | +0.7% |
| 3M | -8.9% | +7.5% | -16.5% | -10.0% |
| 6M | +42.3% | +7.2% | +35.1% | +40.3% |
| YTD | +25.6% | +60.9% | -35.4% | +16.3% |
| 1Y | +39.5% | +63.6% | -24.1% | +28.9% |
| 3Y | -15.3% | +128.9% | -144.1% | -26.7% |
| All | -48.1% | +230.1% | -278.1% | -58.4% |
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