-21.2%
DXCM vs EQH
+97.5%
-118.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -5.8% | -1.8% | -4.0% | -5.4% |
| 30D | -5.6% | +2.4% | -8.0% | -6.2% |
| 3M | +13.0% | +26.3% | -13.3% | +5.5% |
| 6M | +24.7% | +35.8% | -11.1% | +13.4% |
| YTD | +27.3% | +12.7% | +14.7% | +21.9% |
| 1Y | +11.2% | +2.5% | +8.7% | +9.2% |
| All | -21.2% | +97.5% | -118.7% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling