+31.6%
DXCM vs ELF
+89.8%
-58.3%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.7% | -11.7% | -6.3% |
| 7D | -3.5% | +4.0% | -7.5% | -3.7% |
| 30D | -5.8% | +10.6% | -16.4% | -6.3% |
| 3M | -4.3% | +25.8% | -30.2% | -5.0% |
| 6M | +31.6% | +89.1% | -57.5% | +28.7% |
| All | +31.6% | +89.8% | -58.3% | +28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling