+2,894.9%
DXCM vs EWJ
+236.8%
+2,658.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.3% |
| 7D | -3.2% | +2.5% | -5.7% | -5.1% |
| 30D | +6.3% | +3.3% | +3.1% | +3.6% |
| 3M | +21.1% | +5.0% | +16.1% | +15.3% |
| 6M | +20.6% | +11.5% | +9.0% | +9.1% |
| YTD | +32.4% | +22.4% | +10.1% | +10.8% |
| 1Y | +8.8% | +30.2% | -21.4% | -13.7% |
| 3Y | -13.7% | +72.8% | -86.6% | -46.8% |
| 5Y | -35.2% | +54.1% | -89.3% | -55.9% |
| 10Y | +281.8% | +140.6% | +141.2% | +78.5% |
| All | +2,894.9% | +236.8% | +2,658.1% | +1,005.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling