+39.5%
DXCM vs EMR
+28.6%
+10.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | +4.9% | +2.5% | +2.5% | +4.2% |
| 30D | -0.2% | +3.3% | -3.5% | -1.0% |
| 3M | -8.9% | +1.7% | -10.6% | -9.3% |
| 6M | +42.3% | +21.7% | +20.6% | +33.0% |
| YTD | +25.6% | +26.8% | -1.2% | +13.7% |
| 1Y | +39.5% | +31.6% | +8.0% | +23.1% |
| All | +39.5% | +28.6% | +10.9% | +23.1% |
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