+252.9%
DXCM vs EL
+31.4%
+221.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.2% |
| 7D | -6.2% | +1.7% | -7.9% | -6.7% |
| 30D | -0.3% | +15.5% | -15.7% | -4.8% |
| 3M | +10.3% | +20.6% | -10.2% | +3.8% |
| 6M | +24.1% | +10.5% | +13.7% | +18.6% |
| YTD | +27.4% | -1.9% | +29.2% | +24.5% |
| 1Y | +8.4% | +16.1% | -7.7% | 0.0% |
| 3Y | -19.0% | -30.2% | +11.2% | -17.6% |
| 5Y | -38.6% | -67.4% | +28.8% | -13.8% |
| 10Y | +252.9% | +31.2% | +221.7% | +168.2% |
| All | +252.9% | +31.4% | +221.6% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling