+373.3%
DXCM vs EAT
+319.3%
+54.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.6% |
| 7D | -3.6% | -7.1% | +3.4% | -2.3% |
| 30D | -4.3% | -2.3% | -2.0% | -4.0% |
| 3M | -10.4% | -19.6% | +9.3% | -7.1% |
| 6M | +33.1% | +46.0% | -12.9% | +22.9% |
| YTD | +22.6% | +37.7% | -15.1% | +13.6% |
| 1Y | +36.5% | +73.8% | -37.2% | +20.7% |
| 3Y | -13.5% | +482.1% | -495.5% | -40.8% |
| 5Y | -49.6% | +362.5% | -412.1% | -65.3% |
| All | +373.3% | +319.3% | +54.0% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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