+390.5%
DXCM vs SYY
+89.0%
+301.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.2% |
| 7D | -3.7% | +4.7% | -8.4% | -4.9% |
| 30D | -5.0% | -0.7% | -4.3% | -4.9% |
| 3M | -8.8% | -6.8% | -2.0% | -7.3% |
| 6M | +31.9% | +8.6% | +23.2% | +28.6% |
| YTD | +20.4% | +8.4% | +12.0% | +16.5% |
| 1Y | +45.7% | +7.1% | +38.6% | +41.4% |
| 3Y | -15.0% | +25.2% | -40.2% | -22.4% |
| 5Y | -48.5% | +13.0% | -61.4% | -51.2% |
| All | +390.5% | +89.0% | +301.5% | +271.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling