+20.6%
DXCM vs EOG
+17.0%
+3.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -3.2% | +1.3% | -4.5% | -3.2% |
| 30D | +6.3% | +8.2% | -1.8% | +6.6% |
| 3M | +21.1% | +3.8% | +17.3% | +20.8% |
| 6M | +20.6% | +15.3% | +5.3% | +23.7% |
| All | +20.6% | +17.0% | +3.6% | +23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling