-15.3%
DXCM vs EW
+62.8%
-78.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.0% |
| 7D | +4.9% | +4.9% | 0.0% | +3.6% |
| 30D | -0.2% | +23.9% | -24.1% | -5.8% |
| 3M | -8.9% | +15.8% | -24.7% | -12.6% |
| 6M | +42.3% | +31.7% | +10.6% | +32.4% |
| YTD | +25.6% | +25.7% | -0.1% | +17.9% |
| 1Y | +39.5% | +24.4% | +15.1% | +31.2% |
| 3Y | -15.3% | +65.9% | -81.1% | -27.3% |
| All | -15.3% | +62.8% | -78.0% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling