-15.3%
DXCM vs EVRG
+104.1%
-119.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | +4.9% | +1.4% | +3.5% | +4.7% |
| 30D | -0.2% | +7.4% | -7.6% | -1.1% |
| 3M | -8.9% | +7.2% | -16.1% | -9.8% |
| 6M | +42.3% | +9.5% | +32.8% | +40.1% |
| YTD | +25.6% | +25.6% | 0.0% | +19.9% |
| 1Y | +39.5% | +20.4% | +19.2% | +34.5% |
| 3Y | -15.3% | +108.8% | -124.1% | -23.3% |
| All | -15.3% | +104.1% | -119.4% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling