+2,662.2%
DXCM vs EAT
+1,143.8%
+1,518.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.5% |
| 7D | -4.4% | -3.9% | -0.4% | -3.2% |
| 30D | -3.6% | +5.0% | -8.6% | -5.1% |
| 3M | -4.3% | -9.6% | +5.3% | -2.6% |
| 6M | +33.8% | +46.8% | -13.0% | +18.9% |
| YTD | +22.1% | +41.8% | -19.7% | +8.2% |
| 1Y | +47.4% | +98.3% | -50.9% | +18.6% |
| 3Y | -12.3% | +503.1% | -515.3% | -50.8% |
| 5Y | -49.1% | +356.7% | -405.7% | -70.7% |
| 10Y | +423.1% | +349.8% | +73.3% | +136.9% |
| All | +2,662.2% | +1,143.8% | +1,518.4% | +531.5% |
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 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