+2,894.9%
DXCM vs SUI
+1,026.2%
+1,868.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -3.2% | -2.8% | -0.4% | -1.8% |
| 30D | +6.3% | -1.2% | +7.5% | +6.8% |
| 3M | +21.1% | -1.7% | +22.8% | +21.8% |
| 6M | +20.6% | -10.5% | +31.0% | +27.0% |
| YTD | +32.4% | -1.8% | +34.3% | +32.6% |
| 1Y | +8.8% | -4.1% | +12.9% | +9.6% |
| 3Y | -13.7% | +11.3% | -25.0% | -23.3% |
| 5Y | -35.2% | -32.1% | -3.1% | -25.5% |
| 10Y | +281.8% | +110.4% | +171.4% | +118.4% |
| All | +2,894.9% | +1,026.2% | +1,868.7% | +482.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling