+373.3%
DXCM vs EVRG
+123.3%
+249.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -3.6% | +1.0% | -4.6% | -3.9% |
| 30D | -4.3% | +7.5% | -11.8% | -6.4% |
| 3M | -10.4% | +6.8% | -17.2% | -12.2% |
| 6M | +33.1% | +7.7% | +25.4% | +29.8% |
| YTD | +22.6% | +24.9% | -2.2% | +14.1% |
| 1Y | +36.5% | +18.1% | +18.4% | +29.1% |
| 3Y | -13.5% | +101.9% | -115.4% | -31.4% |
| 5Y | -49.6% | +67.0% | -116.6% | -57.7% |
| All | +373.3% | +123.3% | +249.9% | +267.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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