-16.3%
DXCM vs EAT
+486.0%
-502.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.1% | -5.4% |
| 7D | -3.5% | -2.6% | -0.9% | -2.9% |
| 30D | -5.8% | +11.5% | -17.3% | -7.9% |
| 3M | -4.3% | -9.1% | +4.8% | -3.1% |
| 6M | +31.6% | +40.4% | -8.9% | +21.9% |
| YTD | +19.6% | +43.9% | -24.3% | +9.6% |
| 1Y | +36.9% | +101.9% | -65.1% | +16.2% |
| 3Y | -16.3% | +489.9% | -506.1% | -47.7% |
| All | -16.3% | +486.0% | -502.3% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling