+423.1%
DXCM vs EAT
+375.0%
+48.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.4% |
| 7D | -4.4% | -3.9% | -0.4% | -3.6% |
| 30D | -3.6% | +5.0% | -8.6% | -4.6% |
| 3M | -4.3% | -9.6% | +5.3% | -3.1% |
| 6M | +33.8% | +46.8% | -13.0% | +23.3% |
| YTD | +22.1% | +41.8% | -19.7% | +12.5% |
| 1Y | +47.4% | +98.3% | -50.9% | +27.0% |
| 3Y | -12.3% | +503.1% | -515.3% | -40.4% |
| 5Y | -49.1% | +356.7% | -405.7% | -65.0% |
| 10Y | +423.1% | +349.8% | +73.3% | +215.4% |
| All | +423.1% | +375.0% | +48.1% | +215.4% |
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