+252.9%
DXCM vs EAT
+373.3%
-120.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.4% | -0.5% | -3.2% |
| 7D | -6.2% | -4.9% | -1.3% | -5.3% |
| 30D | -0.3% | -1.2% | +0.9% | -0.2% |
| 3M | +10.3% | +52.2% | -41.9% | +1.6% |
| 6M | +24.1% | +65.0% | -40.9% | +11.7% |
| YTD | +27.4% | +55.0% | -27.7% | +15.7% |
| 1Y | +8.4% | +42.1% | -33.7% | -0.5% |
| 3Y | -19.0% | +614.7% | -633.7% | -46.7% |
| 5Y | -38.6% | +322.7% | -361.3% | -57.4% |
| 10Y | +252.9% | +382.0% | -129.1% | +116.7% |
| All | +252.9% | +373.3% | -120.3% | +116.7% |
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