+2,894.9%
DXCM vs ED
+515.8%
+2,379.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | -3.2% | -0.2% | -3.0% | -3.1% |
| 30D | +6.3% | -0.1% | +6.5% | +6.3% |
| 3M | +21.1% | +3.9% | +17.2% | +18.9% |
| 6M | +20.6% | -3.0% | +23.6% | +21.5% |
| YTD | +32.4% | +10.7% | +21.8% | +26.0% |
| 1Y | +8.8% | +13.3% | -4.5% | +2.3% |
| 3Y | -13.7% | +34.5% | -48.2% | -27.3% |
| 5Y | -35.2% | +67.1% | -102.3% | -51.5% |
| 10Y | +281.8% | +103.0% | +178.8% | +124.8% |
| All | +2,894.9% | +515.8% | +2,379.1% | +491.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling