-12.3%
DXCM vs EFX
+4.0%
-16.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | -4.4% | -2.2% | -2.2% | -3.7% |
| 30D | -3.6% | +29.2% | -32.8% | -10.6% |
| 3M | -4.3% | +3.5% | -7.8% | -5.6% |
| 6M | +33.8% | +7.8% | +26.0% | +29.7% |
| YTD | +22.1% | -12.4% | +34.6% | +24.3% |
| 1Y | +47.4% | -8.2% | +55.6% | +47.7% |
| 3Y | -12.3% | +4.7% | -17.0% | -18.2% |
| All | -12.3% | +4.0% | -16.3% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling