+9.2%
DXCM vs ELAN
+25.6%
-16.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -2.0% |
| 7D | -5.5% | -5.4% | -0.1% | -4.6% |
| 30D | -8.6% | +4.7% | -13.3% | -9.5% |
| 3M | +10.3% | -3.7% | +14.0% | +10.3% |
| 6M | +25.2% | -1.2% | +26.4% | +23.4% |
| YTD | +25.1% | +2.4% | +22.7% | +21.3% |
| 1Y | +9.2% | +23.4% | -14.1% | +7.3% |
| All | +9.2% | +25.6% | -16.3% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling