+2,739.2%
DXCM vs SU
+523.3%
+2,215.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.1% |
| 7D | +4.9% | +1.7% | +3.2% | +4.4% |
| 30D | -0.2% | -7.9% | +7.7% | +1.8% |
| 3M | -8.9% | +7.5% | -16.5% | -11.1% |
| 6M | +42.3% | +7.2% | +35.1% | +38.4% |
| YTD | +25.6% | +60.9% | -35.4% | +8.4% |
| 1Y | +39.5% | +63.6% | -24.1% | +19.8% |
| 3Y | -15.3% | +128.9% | -144.1% | -35.3% |
| 5Y | -48.4% | +228.3% | -276.7% | -65.9% |
| 10Y | +411.4% | +240.6% | +170.8% | +196.4% |
| All | +2,739.2% | +523.3% | +2,215.9% | +972.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling