-36.3%
DXCM vs SUI
-32.0%
-4.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -3.2% | -2.8% | -0.4% | -2.2% |
| 30D | +6.3% | -1.2% | +7.5% | +6.6% |
| 3M | +21.1% | -1.7% | +22.8% | +21.5% |
| 6M | +20.6% | -10.5% | +31.0% | +25.1% |
| YTD | +32.4% | -1.8% | +34.3% | +32.5% |
| 1Y | +8.8% | -4.1% | +12.9% | +9.5% |
| 3Y | -13.7% | +11.3% | -25.0% | -22.0% |
| All | -36.3% | -32.0% | -4.3% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling