-12.4%
DXCM vs EMR
+63.1%
-75.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.8% | -2.6% |
| 7D | -3.2% | -1.5% | -1.7% | -2.7% |
| 30D | +6.3% | -5.6% | +12.0% | +8.4% |
| 3M | +21.1% | +7.9% | +13.2% | +17.1% |
| 6M | +20.6% | +6.0% | +14.6% | +17.0% |
| YTD | +32.4% | +16.4% | +16.0% | +23.4% |
| 1Y | +8.8% | +16.6% | -7.8% | +0.9% |
| All | -12.4% | +63.1% | -75.5% | -29.6% |
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