+263.3%
DXCM vs EWJ
+139.2%
+124.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +1.2% |
| 7D | -5.8% | -1.5% | -4.3% | -4.8% |
| 30D | -5.6% | +0.2% | -5.8% | -5.8% |
| 3M | +13.0% | +8.6% | +4.4% | +5.4% |
| 6M | +24.7% | +12.1% | +12.5% | +13.0% |
| YTD | +27.3% | +20.1% | +7.2% | +8.9% |
| 1Y | +11.2% | +25.2% | -14.0% | -8.2% |
| 3Y | -19.0% | +70.8% | -89.8% | -49.5% |
| 5Y | -38.5% | +49.2% | -87.6% | -57.7% |
| All | +263.3% | +139.2% | +124.2% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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