+8.8%
DXCM vs EIX
+7.5%
+1.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.0% |
| 7D | -3.2% | -19.1% | +15.9% | -4.5% |
| 30D | +6.3% | -16.9% | +23.2% | +5.2% |
| 3M | +21.1% | -20.0% | +41.1% | +17.4% |
| 6M | +20.6% | -21.3% | +41.9% | +16.9% |
| YTD | +32.4% | -1.7% | +34.1% | +29.6% |
| 1Y | +8.8% | +9.6% | -0.7% | +5.4% |
| All | +8.8% | +7.5% | +1.3% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling