-22.6%
DXCM vs ELAN
+99.1%
-121.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -2.0% |
| 7D | -5.5% | -5.4% | -0.1% | -4.7% |
| 30D | -8.6% | +4.7% | -13.3% | -9.3% |
| 3M | +10.3% | -3.7% | +14.0% | +10.5% |
| 6M | +25.2% | -1.2% | +26.4% | +24.3% |
| YTD | +25.1% | +2.4% | +22.7% | +23.3% |
| 1Y | +9.2% | +23.4% | -14.1% | +4.7% |
| 3Y | -22.6% | +96.7% | -119.3% | -37.9% |
| All | -22.6% | +99.1% | -121.7% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling