+8.4%
DXCM vs EW
+7.6%
+0.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.5% | -0.3% | -2.1% |
| 7D | -6.2% | -4.4% | -1.8% | -4.1% |
| 30D | -0.3% | -3.3% | +3.1% | +1.4% |
| 3M | +10.3% | +1.0% | +9.3% | +10.1% |
| 6M | +24.1% | +6.2% | +17.9% | +21.2% |
| YTD | +27.4% | +1.7% | +25.6% | +26.0% |
| 1Y | +8.4% | +8.1% | +0.3% | +3.4% |
| All | +8.4% | +7.6% | +0.7% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling