+34.1%
EEM vs DXCM
-48.9%
+83.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.6% |
| 7D | -0.1% | -4.4% | +4.2% | +0.3% |
| 30D | -8.6% | -3.6% | -5.0% | -8.4% |
| 3M | -7.0% | -4.3% | -2.7% | -6.7% |
| 6M | -9.7% | +33.8% | -43.5% | -13.0% |
| YTD | +12.1% | +22.1% | -10.0% | +9.0% |
| 1Y | +14.1% | +47.4% | -33.3% | +8.6% |
| 3Y | +72.1% | -12.3% | +84.4% | +66.0% |
| 5Y | +34.1% | -49.1% | +83.2% | +38.1% |
| All | +34.1% | -48.9% | +83.0% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling