-19.0%
DXCM vs ELV
-6.4%
-12.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.5% | -3.7% |
| 7D | -6.2% | -0.3% | -6.0% | -6.2% |
| 30D | -0.3% | +2.0% | -2.2% | -0.4% |
| 3M | +10.3% | -3.5% | +13.8% | +10.6% |
| 6M | +24.1% | +40.2% | -16.1% | +20.6% |
| YTD | +27.4% | +15.8% | +11.5% | +25.4% |
| 1Y | +8.4% | +33.2% | -24.8% | +5.6% |
| 3Y | -19.0% | -6.2% | -12.8% | -19.9% |
| All | -19.0% | -6.4% | -12.6% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling