+274.0%
DXCM vs ELF
+357.0%
-83.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.3% |
| 7D | -3.2% | +5.4% | -8.6% | -4.0% |
| 30D | +6.3% | +27.0% | -20.6% | +2.6% |
| 3M | +21.1% | +113.2% | -92.1% | +8.0% |
| 6M | +20.6% | +36.6% | -16.0% | +14.0% |
| YTD | +32.4% | +44.2% | -11.8% | +23.6% |
| 1Y | +8.8% | -18.0% | +26.8% | +8.6% |
| 3Y | -13.7% | -19.9% | +6.2% | -20.7% |
| 5Y | -35.2% | +257.7% | -292.9% | -56.4% |
| All | +274.0% | +357.0% | -83.0% | +120.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling