+2,605.6%
DXCM vs EMR
+795.3%
+1,810.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -5.9% |
| 7D | -3.5% | -1.6% | -1.9% | -2.7% |
| 30D | -5.8% | +2.0% | -7.8% | -6.8% |
| 3M | -4.3% | +3.8% | -8.2% | -6.5% |
| 6M | +31.6% | +10.5% | +21.0% | +23.6% |
| YTD | +19.6% | +23.7% | -4.1% | +5.3% |
| 1Y | +36.9% | +25.4% | +11.5% | +19.6% |
| 3Y | -16.3% | +86.6% | -102.8% | -42.1% |
| 5Y | -50.0% | +83.0% | -133.0% | -65.4% |
| 10Y | +413.2% | +319.5% | +93.7% | +100.7% |
| All | +2,605.6% | +795.3% | +1,810.3% | +547.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling