+423.1%
DXCM vs EW
+236.4%
+186.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +0.8% |
| 7D | -4.4% | +12.3% | -16.6% | -9.8% |
| 30D | -3.6% | +22.9% | -26.5% | -13.2% |
| 3M | -4.3% | +16.7% | -21.0% | -11.7% |
| 6M | +33.8% | +31.0% | +2.8% | +16.5% |
| YTD | +22.1% | +22.8% | -0.7% | +9.4% |
| 1Y | +47.4% | +25.6% | +21.8% | +30.4% |
| 3Y | -12.3% | +62.0% | -74.2% | -38.0% |
| 5Y | -49.1% | -12.8% | -36.3% | -48.4% |
| 10Y | +423.1% | +239.8% | +183.3% | +185.5% |
| All | +423.1% | +236.4% | +186.8% | +185.5% |
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