+2,623.0%
DXCM vs EVRG
+846.4%
+1,776.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.7% |
| 7D | -3.7% | +3.5% | -7.2% | -5.4% |
| 30D | -5.0% | +9.2% | -14.2% | -9.5% |
| 3M | -8.8% | +8.6% | -17.5% | -13.1% |
| 6M | +31.9% | +10.0% | +21.9% | +24.3% |
| YTD | +20.4% | +25.1% | -4.7% | +5.5% |
| 1Y | +45.7% | +19.5% | +26.2% | +30.8% |
| 3Y | -15.0% | +102.3% | -117.3% | -44.2% |
| 5Y | -48.5% | +66.8% | -115.3% | -62.9% |
| 10Y | +411.2% | +125.0% | +286.2% | +170.0% |
| All | +2,623.0% | +846.4% | +1,776.6% | +338.0% |
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 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