+270.1%
DXCM vs ED
+101.3%
+168.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | +6.3% | -0.1% | +6.5% | +6.3% |
| 3M | +21.1% | +3.9% | +17.2% | +20.4% |
| 6M | +20.6% | -3.0% | +23.6% | +21.0% |
| YTD | +32.4% | +10.7% | +21.8% | +30.2% |
| 1Y | +8.8% | +13.3% | -4.5% | +6.5% |
| 3Y | -13.7% | +34.5% | -48.2% | -19.3% |
| 5Y | -35.2% | +67.1% | -102.3% | -41.3% |
| All | +270.1% | +101.3% | +168.8% | +220.9% |
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