+743.0%
DXCM vs SYF
+306.8%
+436.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.5% | -5.9% |
| 7D | -3.5% | -2.1% | -1.4% | -2.9% |
| 30D | -5.8% | +2.5% | -8.3% | -6.4% |
| 3M | -4.3% | -6.3% | +1.9% | -2.8% |
| 6M | +31.6% | -1.5% | +33.0% | +31.3% |
| YTD | +19.6% | -10.5% | +30.2% | +22.0% |
| 1Y | +36.9% | +1.5% | +35.4% | +34.7% |
| 3Y | -16.3% | +163.3% | -179.5% | -38.2% |
| 5Y | -50.0% | +66.8% | -116.8% | -59.5% |
| 10Y | +413.2% | +228.5% | +184.7% | +206.0% |
| All | +743.0% | +306.8% | +436.2% | +374.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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