+263.3%
DXCM vs SYY
+114.2%
+149.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.5% |
| 7D | -5.8% | +1.5% | -7.3% | -6.2% |
| 30D | -5.6% | -2.3% | -3.3% | -5.0% |
| 3M | +13.0% | +5.5% | +7.5% | +11.4% |
| 6M | +24.7% | -1.0% | +25.6% | +24.4% |
| YTD | +27.3% | +14.1% | +13.2% | +21.7% |
| 1Y | +11.2% | +5.6% | +5.6% | +8.5% |
| 3Y | -19.0% | +27.9% | -46.9% | -26.3% |
| 5Y | -38.5% | +22.7% | -61.2% | -42.9% |
| All | +263.3% | +114.2% | +149.2% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SYY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling