+2,637.5%
DXCM vs SYY
+297.1%
+2,340.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | -9.2% | 0.0% | -9.2% | -9.2% |
| 30D | -6.5% | -2.2% | -4.3% | -5.8% |
| 3M | -10.3% | -8.0% | -2.2% | -7.4% |
| 6M | +35.4% | +7.5% | +27.9% | +30.4% |
| YTD | +21.1% | +7.4% | +13.6% | +14.8% |
| 1Y | +38.2% | +4.9% | +33.3% | +32.4% |
| 3Y | -14.6% | +24.1% | -38.7% | -26.3% |
| 5Y | -49.6% | +13.4% | -62.9% | -54.7% |
| 10Y | +393.1% | +87.5% | +305.5% | +177.0% |
| All | +2,637.5% | +297.1% | +2,340.4% | +695.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling