+2,894.9%
DXCM vs EW
+2,438.4%
+456.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.8% |
| 3M | +21.1% | +2.8% | +18.3% | +19.4% |
| 6M | +20.6% | +5.5% | +15.1% | +17.3% |
| YTD | +32.4% | +5.5% | +27.0% | +28.4% |
| 1Y | +8.8% | +11.0% | -2.2% | +2.7% |
| 3Y | -13.7% | +17.7% | -31.4% | -26.8% |
| 5Y | -35.2% | -25.7% | -9.4% | -30.6% |
| 10Y | +281.8% | +132.8% | +149.0% | +123.8% |
| All | +2,894.9% | +2,438.4% | +456.5% | +334.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling