+40.5%
EEM vs DXCM
+11.0%
+29.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +1.9% |
| 7D | +2.3% | -3.2% | +5.5% | +2.5% |
| 30D | +4.5% | +6.3% | -1.8% | +4.2% |
| 3M | -0.1% | +21.1% | -21.2% | -1.2% |
| 6M | +16.9% | +20.6% | -3.6% | +15.7% |
| YTD | +26.2% | +32.4% | -6.2% | +24.1% |
| 1Y | +40.5% | +8.8% | +31.7% | +39.3% |
| All | +40.5% | +11.0% | +29.5% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 1y: compounded portfolio wealth divided by compounded DXCM 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…
1y analysis · Full analysis span regression · 6 months rolling