+393.1%
DXCM vs ELV
+269.1%
+124.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -9.2% | -1.1% | -8.1% | -8.9% |
| 30D | -6.5% | +1.8% | -8.2% | -7.0% |
| 3M | -10.3% | +10.5% | -20.8% | -12.9% |
| 6M | +35.4% | +13.5% | +22.0% | +29.8% |
| YTD | +21.1% | +24.3% | -3.2% | +11.8% |
| 1Y | +38.2% | +38.9% | -0.7% | +23.3% |
| 3Y | -14.6% | -1.5% | -13.1% | -18.4% |
| 5Y | -49.6% | +7.3% | -56.9% | -53.7% |
| 10Y | +393.1% | +268.7% | +124.4% | +196.2% |
| All | +393.1% | +269.1% | +124.0% | +196.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling