+123.6%
EEM vs DXCM
+412.4%
-288.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.4% |
| 7D | +0.7% | -9.2% | +9.9% | +1.7% |
| 30D | -6.2% | -6.5% | +0.3% | -5.6% |
| 3M | -5.2% | -10.3% | +5.1% | -4.2% |
| 6M | -8.1% | +35.4% | -43.6% | -11.8% |
| YTD | +14.0% | +21.1% | -7.1% | +10.8% |
| 1Y | +13.8% | +38.2% | -24.4% | +8.9% |
| 3Y | +73.7% | -14.6% | +88.3% | +69.5% |
| 5Y | +34.6% | -49.6% | +84.1% | +36.1% |
| 10Y | +123.6% | +393.1% | -269.5% | +86.9% |
| All | +123.6% | +412.4% | -288.8% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling