-50.1%
DXCM vs EIX
+18.0%
-68.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.5% | -3.5% | -5.6% |
| 7D | -3.5% | +1.0% | -4.5% | -3.6% |
| 30D | -5.8% | +9.1% | -14.9% | -6.8% |
| 3M | -4.3% | -10.2% | +5.9% | -3.7% |
| 6M | +31.6% | -11.2% | +42.8% | +31.5% |
| YTD | +19.6% | +4.5% | +15.2% | +15.3% |
| 1Y | +36.9% | +10.9% | +26.0% | +30.1% |
| 3Y | -16.3% | +8.4% | -24.7% | -24.0% |
| All | -50.1% | +18.0% | -68.1% | -56.8% |
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