-38.6%
DXCM vs EME
+565.5%
-604.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.5% | -6.4% | -4.4% |
| 7D | -6.2% | +5.2% | -11.4% | -7.3% |
| 30D | -0.3% | -5.4% | +5.1% | +0.8% |
| 3M | +10.3% | -6.1% | +16.4% | +10.8% |
| 6M | +24.1% | +9.7% | +14.5% | +18.7% |
| YTD | +27.4% | +26.6% | +0.8% | +16.5% |
| 1Y | +8.4% | +24.6% | -16.3% | -2.6% |
| 3Y | -19.0% | +249.6% | -268.6% | -54.4% |
| 5Y | -38.6% | +556.6% | -595.1% | -78.1% |
| All | -38.6% | +565.5% | -604.1% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling