+142.5%
DXCM vs ELAN
-25.7%
+168.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.7% | -3.4% |
| 7D | -6.2% | +0.3% | -6.5% | -6.3% |
| 30D | -0.3% | +8.4% | -8.6% | -2.2% |
| 3M | +10.3% | +1.2% | +9.1% | +9.4% |
| 6M | +24.1% | +2.6% | +21.5% | +21.8% |
| YTD | +27.4% | +5.9% | +21.4% | +23.8% |
| 1Y | +8.4% | +25.8% | -17.5% | +1.2% |
| 3Y | -19.0% | +106.8% | -125.8% | -37.0% |
| 5Y | -38.6% | -29.3% | -9.3% | -37.5% |
| All | +142.5% | -25.7% | +168.2% | +131.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling