+2,662.2%
DXCM vs EFX
+652.4%
+2,009.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.4% |
| 7D | -4.4% | -2.2% | -2.2% | -3.1% |
| 30D | -3.6% | +29.2% | -32.8% | -16.7% |
| 3M | -4.3% | +3.5% | -7.8% | -7.3% |
| 6M | +33.8% | +7.8% | +26.0% | +25.4% |
| YTD | +22.1% | -12.4% | +34.6% | +25.5% |
| 1Y | +47.4% | -8.2% | +55.6% | +47.3% |
| 3Y | -12.3% | +4.7% | -17.0% | -24.5% |
| 5Y | -49.1% | -32.0% | -17.0% | -44.5% |
| 10Y | +423.1% | +69.1% | +354.1% | +175.8% |
| All | +2,662.2% | +652.4% | +2,009.7% | +352.4% |
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