+423.1%
DXCM vs EIX
+30.9%
+392.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.9% |
| 7D | -4.4% | +0.7% | -5.1% | -4.4% |
| 30D | -3.6% | +8.8% | -12.4% | -4.9% |
| 3M | -4.3% | -10.9% | +6.6% | -3.3% |
| 6M | +33.8% | -10.3% | +44.0% | +34.2% |
| YTD | +22.1% | +5.8% | +16.3% | +18.1% |
| 1Y | +47.4% | +11.4% | +36.0% | +40.9% |
| 3Y | -12.3% | +11.1% | -23.3% | -18.2% |
| 5Y | -49.1% | +18.5% | -67.6% | -53.7% |
| 10Y | +423.1% | +32.2% | +390.9% | +345.0% |
| All | +423.1% | +30.9% | +392.2% | +345.0% |
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