+2,862.2%
DXCM vs EFV
+248.4%
+2,613.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | -9.2% | -1.0% | -8.2% | -8.4% |
| 30D | -6.5% | +3.1% | -9.6% | -8.6% |
| 3M | -10.3% | -1.2% | -9.0% | -9.3% |
| 6M | +35.4% | +5.6% | +29.8% | +29.1% |
| YTD | +21.1% | +15.8% | +5.3% | +6.8% |
| 1Y | +38.2% | +20.0% | +18.2% | +18.4% |
| 3Y | -14.6% | +91.0% | -105.5% | -50.6% |
| 5Y | -49.6% | +93.7% | -143.2% | -71.2% |
| 10Y | +393.1% | +160.9% | +232.2% | +109.6% |
| All | +2,862.2% | +248.4% | +2,613.8% | +980.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling