-36.3%
DXCM vs EIX
+22.8%
-59.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.1% |
| 7D | -3.2% | -19.1% | +15.9% | -1.0% |
| 30D | +6.3% | -16.9% | +23.2% | +8.1% |
| 3M | +21.1% | -20.0% | +41.1% | +23.2% |
| 6M | +20.6% | -21.3% | +41.9% | +23.0% |
| YTD | +32.4% | -1.7% | +34.1% | +28.8% |
| 1Y | +8.8% | +9.6% | -0.7% | +3.1% |
| 3Y | -13.7% | -3.7% | -10.1% | -19.1% |
| All | -36.3% | +22.8% | -59.0% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling