-38.5%
DXCM vs ELAN
-31.8%
-6.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.4% |
| 7D | -5.8% | -6.4% | +0.6% | -4.5% |
| 30D | -5.6% | +0.6% | -6.2% | -5.9% |
| 3M | +13.0% | 0.0% | +13.1% | +12.4% |
| 6M | +24.7% | -3.4% | +28.1% | +23.9% |
| YTD | +27.3% | +1.0% | +26.3% | +25.0% |
| 1Y | +11.2% | +24.7% | -13.5% | +4.0% |
| 3Y | -19.0% | +97.2% | -116.3% | -37.6% |
| 5Y | -38.5% | -31.5% | -7.0% | -25.1% |
| All | -38.5% | -31.8% | -6.6% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling