-38.6%
DXCM vs EOG
+169.6%
-208.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -4.0% | -3.8% |
| 7D | -6.2% | -2.0% | -4.2% | -6.0% |
| 30D | -0.3% | +7.9% | -8.1% | -1.2% |
| 3M | +10.3% | +4.5% | +5.8% | +9.6% |
| 6M | +24.1% | +12.3% | +11.8% | +21.8% |
| YTD | +27.4% | +41.9% | -14.5% | +20.8% |
| 1Y | +8.4% | +27.8% | -19.5% | +4.3% |
| 3Y | -19.0% | +21.8% | -40.8% | -22.3% |
| 5Y | -38.6% | +174.0% | -212.6% | -42.3% |
| All | -38.6% | +169.6% | -208.2% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 5y: compounded portfolio wealth divided by compounded EOG 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…
5y analysis · Full analysis span regression · 6 months rolling