+373.3%
DXCM vs EME
+910.4%
-537.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | -3.6% | +11.3% | -15.0% | -6.0% |
| 30D | -4.3% | -14.6% | +10.2% | -1.3% |
| 3M | -10.4% | -20.4% | +10.1% | -6.4% |
| 6M | +33.1% | -28.3% | +61.4% | +41.3% |
| YTD | +22.6% | +8.6% | +14.1% | +15.7% |
| 1Y | +36.5% | +3.2% | +33.3% | +30.5% |
| 3Y | -13.5% | +216.8% | -230.2% | -44.0% |
| 5Y | -49.6% | +417.5% | -467.1% | -72.7% |
| All | +373.3% | +910.4% | -537.1% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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