-12.4%
DXCM vs EAT
+611.4%
-623.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | +6.3% | +1.9% | +4.5% | +5.6% |
| 3M | +21.1% | +68.7% | -47.6% | +8.4% |
| 6M | +20.6% | +66.9% | -46.3% | +7.4% |
| YTD | +32.4% | +60.4% | -28.0% | +18.6% |
| 1Y | +8.8% | +44.0% | -35.2% | -0.6% |
| All | -12.4% | +611.4% | -623.8% | -50.3% |
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