+36.9%
DXCM vs ED
+26.3%
+10.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.6% | -6.2% |
| 7D | -3.5% | +1.6% | -5.1% | -3.2% |
| 30D | -5.8% | +13.3% | -19.1% | -2.8% |
| 3M | -4.3% | +9.7% | -14.1% | -2.0% |
| 6M | +31.6% | +12.8% | +18.8% | +36.5% |
| YTD | +19.6% | +22.3% | -2.7% | +31.2% |
| 1Y | +36.9% | +26.3% | +10.6% | +53.0% |
| All | +36.9% | +26.3% | +10.5% | +53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling