+423.1%
DXCM vs ED
+132.0%
+291.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -4.4% | -0.1% | -4.3% | -4.3% |
| 30D | -3.6% | +11.6% | -15.2% | -4.9% |
| 3M | -4.3% | +10.5% | -14.9% | -5.5% |
| 6M | +33.8% | +13.2% | +20.5% | +31.6% |
| YTD | +22.1% | +22.1% | 0.0% | +18.8% |
| 1Y | +47.4% | +24.2% | +23.2% | +42.9% |
| 3Y | -12.3% | +46.9% | -59.2% | -18.3% |
| 5Y | -49.1% | +80.8% | -129.9% | -54.0% |
| 10Y | +423.1% | +134.3% | +288.9% | +370.5% |
| All | +423.1% | +132.0% | +291.1% | +370.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling