-18.3%
DXCM vs SYY
+24.2%
-42.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -9.2% | 0.0% | -9.2% | -9.2% |
| 30D | -6.5% | -2.2% | -4.3% | -6.3% |
| 3M | -10.3% | -8.0% | -2.2% | -9.5% |
| 6M | +35.4% | +7.5% | +27.9% | +34.6% |
| YTD | +21.1% | +7.4% | +13.6% | +20.0% |
| 1Y | +38.2% | +4.9% | +33.3% | +37.2% |
| All | -18.3% | +24.2% | -42.5% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling