+8.4%
DXCM vs ELF
-23.1%
+31.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.9% | +1.1% | -3.4% |
| 7D | -6.2% | -1.2% | -5.1% | -6.1% |
| 30D | -0.3% | +5.9% | -6.2% | -0.9% |
| 3M | +10.3% | +99.5% | -89.2% | +2.7% |
| 6M | +24.1% | +26.5% | -2.4% | +20.7% |
| YTD | +27.4% | +37.2% | -9.8% | +21.9% |
| 1Y | +8.4% | -24.4% | +32.8% | +10.1% |
| All | +8.4% | -23.1% | +31.5% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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