+263.3%
DXCM vs EMR
+274.4%
-11.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.2% |
| 7D | -5.8% | -1.2% | -4.6% | -5.4% |
| 30D | -5.6% | -9.4% | +3.8% | -2.1% |
| 3M | +13.0% | +8.6% | +4.4% | +8.9% |
| 6M | +24.7% | +6.7% | +18.0% | +20.4% |
| YTD | +27.3% | +13.1% | +14.3% | +19.9% |
| 1Y | +11.2% | +12.7% | -1.5% | +4.4% |
| 3Y | -19.0% | +58.1% | -77.1% | -34.5% |
| 5Y | -38.5% | +63.6% | -102.1% | -51.4% |
| All | +263.3% | +274.4% | -11.0% | +102.0% |
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