+2,605.6%
DXCM vs EIX
+256.0%
+2,349.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.5% | -3.5% | -5.1% |
| 7D | -3.5% | +1.0% | -4.5% | -3.7% |
| 30D | -5.8% | +9.1% | -14.9% | -8.6% |
| 3M | -4.3% | -10.2% | +5.9% | -2.8% |
| 6M | +31.6% | -11.2% | +42.8% | +32.9% |
| YTD | +19.6% | +4.5% | +15.2% | +12.9% |
| 1Y | +36.9% | +10.9% | +26.0% | +26.0% |
| 3Y | -16.3% | +8.4% | -24.7% | -25.7% |
| 5Y | -50.0% | +18.0% | -68.0% | -58.0% |
| 10Y | +413.2% | +30.3% | +382.9% | +264.9% |
| All | +2,605.6% | +256.0% | +2,349.6% | +932.5% |
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