-49.6%
DXCM vs SYY
+12.2%
-61.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -9.2% | 0.0% | -9.2% | -9.2% |
| 30D | -6.5% | -2.2% | -4.3% | -6.0% |
| 3M | -10.3% | -8.0% | -2.2% | -7.9% |
| 6M | +35.4% | +7.5% | +27.9% | +31.3% |
| YTD | +21.1% | +7.4% | +13.6% | +15.4% |
| 1Y | +38.2% | +4.9% | +33.3% | +33.0% |
| 3Y | -14.6% | +24.1% | -38.7% | -28.0% |
| 5Y | -49.6% | +13.4% | -62.9% | -53.4% |
| All | -49.6% | +12.2% | -61.7% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling