+44.6%
DXCM vs EMB
+0.7%
+43.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.0% | +5.6% | +5.4% |
| 7D | +12.5% | +0.7% | +11.8% | +11.6% |
| 30D | +1.8% | +2.3% | -0.5% | -0.8% |
| 3M | +1.8% | -2.5% | +4.3% | +5.1% |
| 6M | +47.4% | -1.1% | +48.5% | +48.7% |
| YTD | +33.3% | -0.6% | +33.9% | +35.6% |
| 1Y | +44.6% | +0.6% | +44.0% | +41.9% |
| All | +44.6% | +0.7% | +43.9% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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