-16.2%
DXCM vs EL
-29.8%
+13.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -2.4% |
| 7D | -3.2% | +0.8% | -4.0% | -3.3% |
| 30D | +6.3% | +19.8% | -13.5% | +3.9% |
| 3M | +21.1% | +25.7% | -4.6% | +17.7% |
| 6M | +20.6% | +5.4% | +15.1% | +18.8% |
| YTD | +32.4% | +0.2% | +32.2% | +30.6% |
| 1Y | +8.8% | +20.4% | -11.6% | +5.3% |
| All | -16.2% | -29.8% | +13.6% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling