+7.0%
DXCM vs EVRG
+19.4%
-12.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.8% |
| 7D | -6.5% | +0.6% | -7.0% | -6.5% |
| 30D | -4.3% | -0.2% | -4.1% | -4.4% |
| 3M | +7.3% | -0.5% | +7.7% | +7.5% |
| 6M | +22.0% | +0.2% | +21.8% | +22.0% |
| YTD | +26.4% | +14.9% | +11.5% | +25.0% |
| 1Y | +7.0% | +18.2% | -11.2% | +24.1% |
| All | +7.0% | +19.4% | -12.4% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling