+384.5%
DXCM vs EFX
+80.5%
+304.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.1% |
| 7D | +4.9% | -0.8% | +5.7% | +5.2% |
| 30D | -0.2% | +25.1% | -25.3% | -8.6% |
| 3M | -8.9% | +1.7% | -10.6% | -10.1% |
| 6M | +42.3% | +18.4% | +23.9% | +31.8% |
| YTD | +25.6% | -12.5% | +38.1% | +28.6% |
| 1Y | +39.5% | -8.1% | +47.6% | +40.0% |
| 3Y | -15.3% | +4.8% | -20.1% | -22.8% |
| 5Y | -48.4% | -30.1% | -18.3% | -46.3% |
| All | +384.5% | +80.5% | +304.1% | +241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling