+292.8%
DXCM vs EQH
+234.7%
+58.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.2% |
| 7D | -5.5% | +0.7% | -6.3% | -5.7% |
| 30D | -8.6% | +2.8% | -11.4% | -9.4% |
| 3M | +10.3% | +23.1% | -12.7% | +2.8% |
| 6M | +25.2% | +41.4% | -16.2% | +11.1% |
| YTD | +25.1% | +14.3% | +10.8% | +18.3% |
| 1Y | +9.2% | +1.6% | +7.7% | +6.9% |
| 3Y | -22.6% | +102.7% | -125.3% | -40.4% |
| 5Y | -39.5% | +104.5% | -144.1% | -54.0% |
| All | +292.8% | +234.7% | +58.1% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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