+2,894.9%
DXCM vs EL
+508.9%
+2,386.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -3.0% |
| 7D | -3.2% | +0.8% | -4.0% | -3.5% |
| 30D | +6.3% | +19.8% | -13.5% | -0.9% |
| 3M | +21.1% | +25.7% | -4.6% | +10.9% |
| 6M | +20.6% | +5.4% | +15.1% | +16.0% |
| YTD | +32.4% | +0.2% | +32.2% | +27.7% |
| 1Y | +8.8% | +20.4% | -11.6% | -2.5% |
| 3Y | -13.7% | -32.1% | +18.4% | -12.7% |
| 5Y | -35.2% | -67.2% | +32.0% | -12.0% |
| 10Y | +281.8% | +31.7% | +250.1% | +172.7% |
| All | +2,894.9% | +508.9% | +2,386.0% | +812.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling