+270.1%
DXCM vs EMB
+29.2%
+240.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | +6.3% | -0.3% | +6.6% | +6.7% |
| 3M | +21.1% | -0.4% | +21.5% | +21.7% |
| 6M | +20.6% | +0.1% | +20.5% | +20.5% |
| YTD | +32.4% | +1.6% | +30.9% | +30.1% |
| 1Y | +8.8% | +5.6% | +3.2% | +2.2% |
| 3Y | -13.7% | +29.8% | -43.6% | -36.3% |
| 5Y | -35.2% | +7.3% | -42.5% | -39.9% |
| All | +270.1% | +29.2% | +240.8% | +193.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling