+6.8%
DXCM vs EOSE
-81.0%
+87.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.1% | +2.1% |
| 7D | +4.9% | +9.8% | -4.8% | +4.4% |
| 30D | -0.2% | -2.1% | +1.9% | -0.3% |
| 3M | -8.9% | -54.1% | +45.2% | -6.3% |
| 6M | +42.3% | -76.9% | +119.2% | +50.1% |
| YTD | +25.6% | -83.3% | +108.9% | +32.5% |
| 1Y | +39.5% | -87.4% | +127.0% | +49.1% |
| 3Y | -15.3% | +61.9% | -77.1% | -27.8% |
| 5Y | -48.4% | -82.1% | +33.6% | -55.1% |
| All | +6.8% | -81.0% | +87.8% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling