+8.8%
DXCM vs ELV
+34.8%
-26.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.3% | -1.8% |
| 7D | -3.2% | +3.3% | -6.5% | -3.6% |
| 30D | +6.3% | +4.2% | +2.2% | +5.8% |
| 3M | +21.1% | -0.1% | +21.2% | +21.2% |
| 6M | +20.6% | +41.3% | -20.7% | +13.1% |
| YTD | +32.4% | +17.4% | +15.0% | +26.4% |
| 1Y | +8.8% | +35.1% | -26.2% | -4.3% |
| All | +8.8% | +34.8% | -26.0% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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