-15.3%
DXCM vs EMR
+103.4%
-118.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +4.9% | +2.8% | +2.1% | +3.9% |
| 30D | -0.2% | +3.7% | -3.8% | -1.5% |
| 3M | -8.9% | +2.0% | -10.9% | -9.7% |
| 6M | +42.3% | +22.1% | +20.2% | +31.0% |
| YTD | +25.6% | +27.2% | -1.7% | +12.8% |
| 1Y | +39.5% | +32.0% | +7.5% | +23.4% |
| 3Y | -15.3% | +103.3% | -118.5% | -34.5% |
| All | -15.3% | +103.4% | -118.7% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling