+373.3%
DXCM vs EMR
+279.1%
+94.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -3.6% | +2.7% | -6.3% | -4.6% |
| 30D | -4.3% | +2.1% | -6.4% | -5.1% |
| 3M | -10.4% | +2.3% | -12.6% | -11.3% |
| 6M | +33.1% | +22.5% | +10.6% | +22.3% |
| YTD | +22.6% | +27.2% | -4.6% | +10.4% |
| 1Y | +36.5% | +28.0% | +8.5% | +22.5% |
| 3Y | -13.5% | +103.4% | -116.9% | -36.2% |
| 5Y | -49.6% | +88.2% | -137.8% | -62.2% |
| All | +373.3% | +279.1% | +94.2% | +191.8% |
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 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