-38.6%
DXCM vs EFV
+96.3%
-134.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.3% |
| 7D | -6.2% | +1.0% | -7.2% | -6.9% |
| 30D | -0.3% | +0.2% | -0.4% | -0.4% |
| 3M | +10.3% | +9.6% | +0.7% | +2.8% |
| 6M | +24.1% | +14.0% | +10.1% | +12.1% |
| YTD | +27.4% | +18.5% | +8.9% | +11.4% |
| 1Y | +8.4% | +27.9% | -19.5% | -10.7% |
| 3Y | -19.0% | +92.4% | -111.4% | -52.6% |
| 5Y | -38.6% | +97.2% | -135.8% | -66.5% |
| All | -38.6% | +96.3% | -134.9% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 5y: compounded portfolio wealth divided by compounded EFV 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…
5y analysis · Full analysis span regression · 6 months rolling