+252.9%
DXCM vs EIX
+23.2%
+229.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.5% | -8.3% | -4.6% |
| 7D | -6.2% | +0.9% | -7.1% | -6.5% |
| 30D | -0.3% | -13.5% | +13.3% | +1.4% |
| 3M | +10.3% | -15.3% | +25.6% | +12.2% |
| 6M | +24.1% | -15.3% | +39.5% | +26.0% |
| YTD | +27.4% | +2.7% | +24.6% | +23.6% |
| 1Y | +8.4% | +17.4% | -9.1% | +1.9% |
| 3Y | -19.0% | -1.3% | -17.7% | -22.7% |
| 5Y | -38.6% | +27.2% | -65.8% | -45.4% |
| 10Y | +252.9% | +22.7% | +230.2% | +191.7% |
| All | +252.9% | +23.2% | +229.8% | +191.7% |
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