-17.2%
DXCM vs EWJ
+65.9%
-83.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | -3.6% | +3.6% | -7.3% | -5.0% |
| 30D | -4.3% | -6.0% | +1.7% | -2.1% |
| 3M | -10.4% | -6.5% | -3.9% | -8.2% |
| 6M | +33.1% | -0.1% | +33.2% | +31.8% |
| YTD | +22.6% | +13.9% | +8.7% | +13.3% |
| 1Y | +36.5% | +13.1% | +23.4% | +26.4% |
| All | -17.2% | +65.9% | -83.2% | -40.0% |
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