+2,894.9%
DXCM vs ELV
+716.8%
+2,178.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.3% | -1.3% |
| 7D | -3.2% | +3.3% | -6.5% | -4.5% |
| 30D | +6.3% | +4.2% | +2.2% | +4.5% |
| 3M | +21.1% | -0.1% | +21.2% | +20.2% |
| 6M | +20.6% | +41.3% | -20.7% | +2.9% |
| YTD | +32.4% | +17.4% | +15.0% | +20.6% |
| 1Y | +8.8% | +35.1% | -26.2% | -6.9% |
| 3Y | -13.7% | -3.2% | -10.5% | -19.5% |
| 5Y | -35.2% | +15.6% | -50.8% | -45.5% |
| 10Y | +281.8% | +276.8% | +5.0% | +57.8% |
| All | +2,894.9% | +716.8% | +2,178.1% | +537.6% |
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