-15.3%
DXCM vs EIX
+10.6%
-25.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.4% |
| 7D | +4.9% | +1.4% | +3.6% | +4.9% |
| 30D | -0.2% | +8.5% | -8.7% | -0.2% |
| 3M | -8.9% | -13.5% | +4.5% | -8.7% |
| 6M | +42.3% | -12.4% | +54.6% | +41.5% |
| YTD | +25.6% | +5.9% | +19.6% | +23.2% |
| 1Y | +39.5% | +7.6% | +31.9% | +36.7% |
| 3Y | -15.3% | +12.8% | -28.0% | -20.6% |
| All | -15.3% | +10.6% | -25.8% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling