-39.3%
DXCM vs EOSE
-69.1%
+29.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.6% |
| 7D | -6.5% | +15.0% | -21.4% | -7.1% |
| 30D | -4.3% | +2.5% | -6.8% | -4.6% |
| 3M | +7.3% | -33.7% | +41.0% | +8.6% |
| 6M | +22.0% | -32.7% | +54.8% | +22.2% |
| YTD | +26.4% | -63.8% | +90.2% | +29.3% |
| 1Y | +7.0% | -40.5% | +47.5% | +4.6% |
| 3Y | -19.6% | +50.4% | -70.0% | -29.9% |
| 5Y | -39.3% | -68.6% | +29.3% | -40.7% |
| All | -39.3% | -69.1% | +29.8% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling