-39.3%
DXCM vs EVRG
+44.9%
-84.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.4% |
| 7D | -6.5% | +0.6% | -7.0% | -6.7% |
| 30D | -4.3% | -0.2% | -4.1% | -4.3% |
| 3M | +7.3% | -0.5% | +7.7% | +7.3% |
| 6M | +22.0% | +0.2% | +21.8% | +21.5% |
| YTD | +26.4% | +14.9% | +11.5% | +19.8% |
| 1Y | +7.0% | +18.2% | -11.2% | +0.4% |
| 3Y | -19.6% | +70.2% | -89.8% | -34.5% |
| 5Y | -39.3% | +45.3% | -84.6% | -49.7% |
| All | -39.3% | +44.9% | -84.2% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling