+2,894.9%
DXCM vs EME
+6,848.4%
-3,953.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.7% |
| 7D | -3.2% | +1.9% | -5.1% | -4.0% |
| 30D | +6.3% | -8.3% | +14.6% | +9.9% |
| 3M | +21.1% | -10.7% | +31.8% | +23.9% |
| 6M | +20.6% | +1.9% | +18.7% | +15.5% |
| YTD | +32.4% | +23.5% | +9.0% | +15.7% |
| 1Y | +8.8% | +18.0% | -9.1% | -5.4% |
| 3Y | -13.7% | +236.1% | -249.8% | -57.3% |
| 5Y | -35.2% | +527.9% | -563.1% | -76.7% |
| 10Y | +281.8% | +1,252.8% | -971.0% | -18.7% |
| All | +2,894.9% | +6,848.4% | -3,953.5% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling