+2,894.9%
DXCM vs EFX
+607.4%
+2,287.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.3% | +1.4% |
| 7D | -3.2% | -8.6% | +5.4% | +1.5% |
| 30D | +6.3% | +0.1% | +6.2% | +5.9% |
| 3M | +21.1% | +3.8% | +17.2% | +17.1% |
| 6M | +20.6% | -13.5% | +34.1% | +28.0% |
| YTD | +32.4% | -17.7% | +50.1% | +42.1% |
| 1Y | +8.8% | -25.6% | +34.4% | +22.6% |
| 3Y | -13.7% | -12.1% | -1.6% | -17.4% |
| 5Y | -35.2% | -33.8% | -1.4% | -28.1% |
| 10Y | +281.8% | +45.1% | +236.7% | +125.5% |
| All | +2,894.9% | +607.4% | +2,287.5% | +412.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling