+2,894.9%
DXCM vs SU
+500.2%
+2,394.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -3.2% | +3.6% | -6.8% | -4.2% |
| 30D | +6.3% | +7.9% | -1.5% | +4.1% |
| 3M | +21.1% | +3.5% | +17.6% | +19.5% |
| 6M | +20.6% | +19.0% | +1.6% | +13.9% |
| YTD | +32.4% | +55.0% | -22.5% | +16.0% |
| 1Y | +8.8% | +71.2% | -62.4% | -7.4% |
| 3Y | -13.7% | +117.4% | -131.2% | -33.1% |
| 5Y | -35.2% | +335.2% | -370.3% | -60.7% |
| 10Y | +281.8% | +248.7% | +33.1% | +119.0% |
| All | +2,894.9% | +500.2% | +2,394.7% | +1,048.7% |
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