+2,894.9%
DXCM vs EVRG
+772.5%
+2,122.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -3.2% | +1.1% | -4.3% | -3.8% |
| 30D | +6.3% | -1.0% | +7.3% | +6.8% |
| 3M | +21.1% | +0.4% | +20.7% | +20.4% |
| 6M | +20.6% | -0.8% | +21.4% | +20.4% |
| YTD | +32.4% | +15.3% | +17.1% | +21.5% |
| 1Y | +8.8% | +17.9% | -9.0% | -1.5% |
| 3Y | -13.7% | +71.9% | -85.7% | -38.2% |
| 5Y | -35.2% | +45.3% | -80.4% | -49.5% |
| 10Y | +281.8% | +113.1% | +168.7% | +106.9% |
| All | +2,894.9% | +772.5% | +2,122.4% | +404.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling