+167.6%
SYK vs DXCM
+266.8%
-99.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.7% | -2.1% |
| 7D | -12.3% | -5.8% | -6.5% | -11.3% |
| 30D | -22.4% | -5.6% | -16.8% | -21.5% |
| 3M | -12.3% | +13.0% | -25.4% | -14.6% |
| 6M | -24.3% | +24.7% | -49.0% | -27.9% |
| YTD | -22.8% | +27.3% | -50.1% | -26.8% |
| 1Y | -28.8% | +11.2% | -40.0% | -31.1% |
| 3Y | -4.0% | -19.0% | +15.0% | -6.5% |
| 5Y | +3.8% | -38.5% | +42.3% | +3.4% |
| All | +167.6% | +266.8% | -99.2% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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