+72.1%
EEM vs DXCM
-13.1%
+85.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.7% |
| 7D | -0.1% | -4.4% | +4.2% | +0.1% |
| 30D | -8.6% | -3.6% | -5.0% | -8.5% |
| 3M | -7.0% | -4.3% | -2.7% | -6.8% |
| 6M | -9.7% | +33.8% | -43.5% | -11.8% |
| YTD | +12.1% | +22.1% | -10.0% | +10.2% |
| 1Y | +14.1% | +47.4% | -33.3% | +10.7% |
| 3Y | +72.1% | -12.3% | +84.4% | +64.4% |
| All | +72.1% | -13.1% | +85.2% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling