-16.3%
DXCM vs EMB
+28.2%
-44.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | -3.5% | -0.1% | -3.4% | -3.4% |
| 30D | -5.8% | +1.3% | -7.1% | -6.9% |
| 3M | -4.3% | -2.7% | -1.6% | -1.7% |
| 6M | +31.6% | -2.8% | +34.4% | +35.3% |
| YTD | +19.6% | -1.1% | +20.8% | +21.0% |
| 1Y | +36.9% | 0.0% | +36.9% | +37.1% |
| 3Y | -16.3% | +28.8% | -45.1% | -29.4% |
| All | -16.3% | +28.2% | -44.5% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling