-16.3%
DXCM vs ED
+44.5%
-60.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.6% | -6.1% |
| 7D | -3.5% | +1.6% | -5.1% | -3.4% |
| 30D | -5.8% | +13.3% | -19.1% | -4.7% |
| 3M | -4.3% | +9.7% | -14.1% | -3.4% |
| 6M | +31.6% | +12.8% | +18.8% | +33.3% |
| YTD | +19.6% | +22.3% | -2.7% | +21.9% |
| 1Y | +36.9% | +26.3% | +10.6% | +39.7% |
| 3Y | -16.3% | +45.0% | -61.3% | -18.3% |
| All | -16.3% | +44.5% | -60.8% | -18.3% |
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