-19.0%
DXCM vs EWJ
+73.3%
-92.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.7% |
| 7D | -6.2% | +2.9% | -9.1% | -7.3% |
| 30D | -0.3% | +1.1% | -1.4% | -0.8% |
| 3M | +10.3% | +7.1% | +3.2% | +6.4% |
| 6M | +24.1% | +16.2% | +7.9% | +14.6% |
| YTD | +27.4% | +22.0% | +5.4% | +14.1% |
| 1Y | +8.4% | +26.2% | -17.8% | -4.9% |
| 3Y | -19.0% | +73.5% | -92.4% | -46.1% |
| All | -19.0% | +73.3% | -92.3% | -46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling