+35.8%
EQT vs DXCM
-19.0%
+54.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.5% |
| 7D | -1.2% | -5.8% | +4.6% | -0.7% |
| 30D | +1.1% | -5.6% | +6.7% | +1.5% |
| 3M | +4.8% | +13.0% | -8.2% | +3.7% |
| 6M | -10.6% | +24.7% | -35.2% | -12.4% |
| YTD | +3.4% | +27.3% | -23.9% | +1.1% |
| 1Y | +8.7% | +11.2% | -2.5% | +7.2% |
| All | +35.8% | -19.0% | +54.8% | +35.9% |
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 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