+7.0%
DXCM vs EFX
-32.8%
+39.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | -6.5% | -9.4% | +2.9% | -4.3% |
| 30D | -4.3% | -6.9% | +2.6% | -2.7% |
| 3M | +7.3% | +0.1% | +7.2% | +6.9% |
| 6M | +22.0% | -17.3% | +39.4% | +24.0% |
| YTD | +26.4% | -21.8% | +48.2% | +28.1% |
| 1Y | +7.0% | -32.5% | +39.5% | +10.0% |
| All | +7.0% | -32.8% | +39.7% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling