+656.2%
SYK vs DXCM
+2,677.5%
-2,021.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -11.8% | -6.5% | -5.3% | -10.9% |
| 30D | -20.4% | -4.3% | -16.1% | -19.8% |
| 3M | -12.1% | +7.3% | -19.3% | -13.1% |
| 6M | -24.3% | +22.0% | -46.4% | -26.8% |
| YTD | -21.2% | +26.4% | -47.6% | -24.3% |
| 1Y | -29.2% | +7.0% | -36.2% | -30.5% |
| 3Y | -2.1% | -19.6% | +17.6% | -3.6% |
| 5Y | +4.7% | -39.3% | +44.0% | +5.3% |
| 10Y | +178.2% | +260.9% | -82.7% | +112.2% |
| All | +656.2% | +2,677.5% | -2,021.3% | +283.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling