+2,605.6%
DXCM vs ED
+580.5%
+2,025.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.6% | -5.0% |
| 7D | -3.5% | +1.6% | -5.1% | -4.0% |
| 30D | -5.8% | +13.3% | -19.1% | -10.4% |
| 3M | -4.3% | +9.7% | -14.1% | -8.0% |
| 6M | +31.6% | +12.8% | +18.8% | +24.7% |
| YTD | +19.6% | +22.3% | -2.7% | +9.2% |
| 1Y | +36.9% | +26.3% | +10.6% | +23.0% |
| 3Y | -16.3% | +45.0% | -61.3% | -31.2% |
| 5Y | -50.0% | +80.2% | -130.2% | -63.6% |
| 10Y | +413.2% | +129.9% | +283.3% | +184.5% |
| All | +2,605.6% | +580.5% | +2,025.1% | +412.7% |
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