+2,894.9%
DXCM vs EOG
+825.6%
+2,069.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -3.2% | +1.3% | -4.5% | -3.5% |
| 30D | +6.3% | +8.2% | -1.8% | +4.2% |
| 3M | +21.1% | +3.8% | +17.3% | +19.6% |
| 6M | +20.6% | +15.3% | +5.3% | +15.3% |
| YTD | +32.4% | +41.7% | -9.3% | +19.9% |
| 1Y | +8.8% | +23.6% | -14.7% | +2.0% |
| 3Y | -13.7% | +23.3% | -37.0% | -20.6% |
| 5Y | -35.2% | +170.4% | -205.6% | -53.7% |
| 10Y | +281.8% | +125.5% | +156.3% | +147.8% |
| All | +2,894.9% | +825.6% | +2,069.3% | +922.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling