-19.0%
DXCM vs SYY
+25.4%
-44.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.6% | -3.8% |
| 7D | -6.2% | -2.8% | -3.5% | -5.9% |
| 30D | -0.3% | -5.3% | +5.0% | +0.4% |
| 3M | +10.3% | +5.1% | +5.2% | +9.9% |
| 6M | +24.1% | -5.0% | +29.1% | +24.1% |
| YTD | +27.4% | +10.7% | +16.7% | +25.8% |
| 1Y | +8.4% | +0.7% | +7.7% | +8.0% |
| 3Y | -19.0% | +24.0% | -43.0% | -27.1% |
| All | -19.0% | +25.4% | -44.4% | -27.1% |
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