-10.9%
DXCM vs SUI
+16.8%
-27.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.6% |
| 7D | +5.7% | +8.8% | -3.1% | +4.5% |
| 30D | +1.3% | +8.9% | -7.6% | +0.1% |
| 3M | +2.2% | +2.0% | +0.1% | +1.7% |
| 6M | +42.0% | -0.6% | +42.6% | +41.6% |
| YTD | +27.3% | +1.3% | +25.9% | +26.6% |
| 1Y | +42.5% | +1.3% | +41.2% | +41.8% |
| All | -10.9% | +16.8% | -27.8% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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