+44.6%
DXCM vs EMR
+25.6%
+19.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.4% | +4.2% | +5.9% |
| 7D | +12.5% | +1.6% | +10.9% | +12.0% |
| 30D | +1.8% | +5.0% | -3.2% | +0.4% |
| 3M | +1.8% | +7.7% | -5.9% | -0.6% |
| 6M | +47.4% | +26.8% | +20.6% | +34.5% |
| YTD | +33.3% | +29.9% | +3.4% | +18.1% |
| 1Y | +44.6% | +25.7% | +18.9% | +30.8% |
| All | +44.6% | +25.6% | +19.0% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling