+423.1%
DXCM vs EMR
+319.4%
+103.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.3% | +0.5% |
| 7D | -4.4% | +2.1% | -6.5% | -5.0% |
| 30D | -3.6% | +4.8% | -8.4% | -5.3% |
| 3M | -4.3% | +7.5% | -11.8% | -7.1% |
| 6M | +33.8% | +20.9% | +12.9% | +23.6% |
| YTD | +22.1% | +29.2% | -7.0% | +9.3% |
| 1Y | +47.4% | +33.0% | +14.4% | +30.4% |
| 3Y | -12.3% | +109.8% | -122.0% | -36.0% |
| 5Y | -49.1% | +91.9% | -141.0% | -62.0% |
| 10Y | +423.1% | +301.5% | +121.6% | +223.5% |
| All | +423.1% | +319.4% | +103.7% | +223.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling