-36.1%
DXCM vs EFX
-33.0%
-3.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.3% | +0.7% |
| 7D | -3.2% | -8.6% | +5.4% | +0.5% |
| 30D | +6.3% | +0.1% | +6.2% | +6.0% |
| 3M | +21.1% | +3.8% | +17.2% | +18.1% |
| 6M | +20.6% | -13.5% | +34.1% | +26.5% |
| YTD | +32.4% | -17.7% | +50.1% | +40.5% |
| 1Y | +8.8% | -25.6% | +34.4% | +20.2% |
| 3Y | -13.7% | -12.1% | -1.6% | -18.3% |
| All | -36.1% | -33.0% | -3.1% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling