+2,894.9%
DXCM vs EAT
+1,306.9%
+1,588.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | +6.3% | +1.9% | +4.5% | +5.4% |
| 3M | +21.1% | +68.7% | -47.6% | +4.7% |
| 6M | +20.6% | +66.9% | -46.3% | +3.3% |
| YTD | +32.4% | +60.4% | -28.0% | +14.2% |
| 1Y | +8.8% | +44.0% | -35.2% | -4.2% |
| 3Y | -13.7% | +604.7% | -618.4% | -53.5% |
| 5Y | -35.2% | +347.0% | -382.2% | -62.4% |
| 10Y | +281.8% | +390.8% | -109.0% | +70.4% |
| All | +2,894.9% | +1,306.9% | +1,588.0% | +566.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling