+2,673.1%
DXCM vs ELV
+765.5%
+1,907.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -3.6% | -0.5% | -3.1% | -3.5% |
| 30D | -4.3% | +1.1% | -5.4% | -4.8% |
| 3M | -10.4% | +8.2% | -18.5% | -13.5% |
| 6M | +33.1% | +10.2% | +22.9% | +26.4% |
| YTD | +22.6% | +24.4% | -1.8% | +8.8% |
| 1Y | +36.5% | +33.8% | +2.7% | +17.3% |
| 3Y | -13.5% | -1.4% | -12.1% | -19.7% |
| 5Y | -49.6% | +5.8% | -55.5% | -55.6% |
| 10Y | +399.5% | +269.1% | +130.4% | +111.6% |
| All | +2,673.1% | +765.5% | +1,907.6% | +475.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling