-12.4%
DXCM vs SUI
+12.1%
-24.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -3.2% | -2.8% | -0.4% | -2.9% |
| 30D | +6.3% | -1.2% | +7.5% | +6.4% |
| 3M | +21.1% | -1.7% | +22.8% | +21.2% |
| 6M | +20.6% | -10.5% | +31.0% | +21.8% |
| YTD | +32.4% | -1.8% | +34.3% | +32.5% |
| 1Y | +8.8% | -4.1% | +12.9% | +9.2% |
| All | -12.4% | +12.1% | -24.5% | -17.4% |
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