+404.2%
DXCM vs EW
+236.3%
+167.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.3% | -7.3% | -6.6% |
| 7D | -3.5% | +11.0% | -14.5% | -8.5% |
| 30D | -5.8% | +19.1% | -24.9% | -13.8% |
| 3M | -4.3% | +14.4% | -18.7% | -10.8% |
| 6M | +31.6% | +22.8% | +8.8% | +18.3% |
| YTD | +19.6% | +19.8% | -0.2% | +8.5% |
| 1Y | +36.9% | +23.9% | +13.0% | +21.9% |
| 3Y | -16.3% | +52.2% | -68.5% | -38.8% |
| 5Y | -50.0% | -13.9% | -36.1% | -49.1% |
| All | +404.2% | +236.3% | +167.9% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling