+2,777.7%
DXCM vs SUI
+1,062.7%
+1,715.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.9% |
| 7D | +5.7% | +8.8% | -3.1% | +1.3% |
| 30D | +1.3% | +8.9% | -7.6% | -3.2% |
| 3M | +2.2% | +2.0% | +0.1% | +0.8% |
| 6M | +42.0% | -0.6% | +42.6% | +41.6% |
| YTD | +27.3% | +1.3% | +25.9% | +25.1% |
| 1Y | +42.5% | +1.3% | +41.2% | +39.9% |
| 3Y | -13.3% | +16.3% | -29.6% | -24.5% |
| 5Y | -46.8% | -25.1% | -21.8% | -42.1% |
| 10Y | +445.8% | +121.1% | +324.7% | +203.7% |
| All | +2,777.7% | +1,062.7% | +1,715.0% | +449.9% |
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