+257.0%
DXCM vs EME
+1,362.1%
-1,105.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -2.8% |
| 7D | -5.5% | +3.5% | -9.1% | -6.4% |
| 30D | -8.6% | -6.3% | -2.2% | -7.4% |
| 3M | +10.3% | -3.8% | +14.1% | +10.0% |
| 6M | +25.2% | +8.5% | +16.7% | +20.3% |
| YTD | +25.1% | +27.8% | -2.7% | +14.6% |
| 1Y | +9.2% | +22.2% | -13.0% | -0.2% |
| 3Y | -22.6% | +253.5% | -276.1% | -50.5% |
| 5Y | -39.5% | +578.6% | -618.2% | -69.0% |
| All | +257.0% | +1,362.1% | -1,105.2% | +44.6% |
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