+190.8%
EQT vs DXCM
-38.7%
+229.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -1.4% |
| 7D | -2.0% | -5.5% | +3.5% | -1.4% |
| 30D | 0.0% | -8.6% | +8.6% | +0.9% |
| 3M | +5.9% | +10.3% | -4.4% | +4.7% |
| 6M | -14.8% | +25.2% | -40.0% | -17.1% |
| YTD | +1.8% | +25.1% | -23.3% | -1.1% |
| 1Y | +7.4% | +9.2% | -1.9% | +5.5% |
| 3Y | +33.6% | -22.6% | +56.2% | +31.9% |
| All | +190.8% | -38.7% | +229.4% | +196.4% |
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 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