+2,637.6%
DXCM vs EFX
+652.8%
+1,984.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -9.2% | -2.0% | -7.2% | -8.2% |
| 30D | -6.5% | +27.9% | -34.4% | -18.8% |
| 3M | -10.3% | +3.8% | -14.1% | -13.2% |
| 6M | +35.4% | +13.0% | +22.4% | +23.8% |
| YTD | +21.1% | -12.4% | +33.4% | +24.3% |
| 1Y | +38.2% | -10.4% | +48.6% | +39.9% |
| 3Y | -14.6% | +4.4% | -19.0% | -26.3% |
| 5Y | -49.6% | -28.9% | -20.7% | -46.5% |
| 10Y | +393.1% | +81.7% | +311.4% | +146.6% |
| All | +2,637.6% | +652.8% | +1,984.9% | +348.3% |
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