-18.3%
DXCM vs ED
+47.9%
-66.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -9.2% | -0.9% | -8.3% | -9.2% |
| 30D | -6.5% | +11.2% | -17.7% | -5.6% |
| 3M | -10.3% | +11.8% | -22.0% | -9.3% |
| 6M | +35.4% | +14.1% | +21.3% | +37.2% |
| YTD | +21.1% | +23.0% | -1.9% | +23.3% |
| 1Y | +38.2% | +23.7% | +14.6% | +40.9% |
| All | -18.3% | +47.9% | -66.2% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling