+393.1%
DXCM vs EIX
+34.4%
+358.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -9.2% | -2.5% | -6.7% | -8.8% |
| 30D | -6.5% | +7.7% | -14.2% | -7.6% |
| 3M | -10.3% | -12.9% | +2.6% | -8.9% |
| 6M | +35.4% | -12.7% | +48.1% | +36.7% |
| YTD | +21.1% | +5.5% | +15.6% | +17.1% |
| 1Y | +38.2% | +9.4% | +28.9% | +32.6% |
| 3Y | -14.6% | +9.7% | -24.3% | -20.1% |
| 5Y | -49.6% | +16.9% | -66.5% | -54.0% |
| 10Y | +393.1% | +34.3% | +358.8% | +316.6% |
| All | +393.1% | +34.4% | +358.7% | +316.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling