+8.3%
DXCM vs EOSE
-60.2%
+68.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.6% | +0.9% |
| 7D | -5.8% | +14.0% | -19.8% | -6.4% |
| 30D | -5.6% | -5.9% | +0.3% | -5.6% |
| 3M | +13.0% | -34.3% | +47.3% | +14.5% |
| 6M | +24.7% | -37.8% | +62.4% | +25.3% |
| YTD | +27.3% | -65.2% | +92.5% | +30.6% |
| 1Y | +11.2% | -41.9% | +53.1% | +8.9% |
| 3Y | -19.0% | +44.6% | -63.6% | -29.2% |
| 5Y | -38.5% | -69.2% | +30.7% | -47.5% |
| All | +8.3% | -60.2% | +68.6% | -1.1% |
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