+8.4%
DXCM vs EAT
+39.9%
-31.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.4% | -0.5% | -3.3% |
| 7D | -6.2% | -4.9% | -1.3% | -5.4% |
| 30D | -0.3% | -1.2% | +0.9% | -0.3% |
| 3M | +10.3% | +52.2% | -41.9% | +3.3% |
| 6M | +24.1% | +65.0% | -40.9% | +15.2% |
| YTD | +27.4% | +55.0% | -27.7% | +19.4% |
| 1Y | +8.4% | +42.1% | -33.7% | +0.5% |
| All | +8.4% | +39.9% | -31.6% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling