-12.4%
DXCM vs EW
+17.9%
-30.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | +6.3% | +1.0% | +5.3% | +6.0% |
| 3M | +21.1% | +2.8% | +18.3% | +20.3% |
| 6M | +20.6% | +5.5% | +15.1% | +18.8% |
| YTD | +32.4% | +5.5% | +27.0% | +30.4% |
| 1Y | +8.8% | +11.0% | -2.2% | +5.9% |
| All | -12.4% | +17.9% | -30.3% | -12.4% |
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 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