+2,673.1%
DXCM vs EWJ
+213.5%
+2,459.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.8% |
| 7D | -3.6% | +3.6% | -7.3% | -6.3% |
| 30D | -4.3% | -6.0% | +1.7% | +0.2% |
| 3M | -10.4% | -6.5% | -3.9% | -6.1% |
| 6M | +33.1% | -0.1% | +33.2% | +31.0% |
| YTD | +22.6% | +13.9% | +8.7% | +8.0% |
| 1Y | +36.5% | +13.1% | +23.4% | +20.7% |
| 3Y | -13.5% | +65.0% | -78.5% | -45.0% |
| 5Y | -49.6% | +47.0% | -96.6% | -64.6% |
| 10Y | +399.5% | +125.5% | +274.0% | +144.2% |
| All | +2,673.1% | +213.5% | +2,459.6% | +977.5% |
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