-15.3%
DXCM vs ELF
+24.2%
-39.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.9% | -1.5% | +2.1% |
| 7D | +4.9% | +1.6% | +3.4% | +4.8% |
| 30D | -0.2% | +9.1% | -9.3% | -0.9% |
| 3M | -8.9% | +28.2% | -37.1% | -10.7% |
| 6M | +42.3% | +119.5% | -77.3% | +33.7% |
| YTD | +25.6% | +55.2% | -29.6% | +20.5% |
| 1Y | +39.5% | +58.6% | -19.1% | +33.6% |
| 3Y | -15.3% | +21.3% | -36.6% | -29.5% |
| All | -15.3% | +24.2% | -39.5% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling