+2,894.9%
DXCM vs EIX
+234.9%
+2,660.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.3% |
| 7D | -3.2% | -19.1% | +15.9% | +2.6% |
| 30D | +6.3% | -16.9% | +23.2% | +11.2% |
| 3M | +21.1% | -20.0% | +41.1% | +27.6% |
| 6M | +20.6% | -21.3% | +41.9% | +27.5% |
| YTD | +32.4% | -1.7% | +34.1% | +27.9% |
| 1Y | +8.8% | +9.6% | -0.7% | +0.3% |
| 3Y | -13.7% | -3.7% | -10.1% | -20.1% |
| 5Y | -35.2% | +22.6% | -57.8% | -46.8% |
| 10Y | +281.8% | +17.7% | +264.1% | +185.6% |
| All | +2,894.9% | +234.9% | +2,660.0% | +1,069.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling