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  • EWY vs DXCM✓SelectedUSD · DXCMEWY vs DXCM performance historyLatest closeAs of+4.60%09/04
Stock and ETF performance explorer

EWY vs DXCM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+725.0%
DXCM return
+2,810.6%
Excess return
-2,085.6%
Maximum drawdown
-74.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDXCMExcessAlpha
1D+4.6%-2.0%+6.6%+4.9%
7D+4.8%-3.2%+8.0%+5.4%
30D+11.7%+6.3%+5.3%+10.5%
3M-7.4%+21.1%-28.5%-10.9%
6M+40.6%+20.6%+20.0%+35.0%
YTD+94.3%+32.4%+61.8%+83.5%
1Y+164.3%+8.8%+155.4%+156.6%
3Y+221.0%-13.7%+234.7%+208.4%
5Y+139.1%-35.2%+174.3%+134.3%
10Y+298.8%+281.8%+17.0%+159.4%
All+725.0%+2,810.6%-2,085.6%+172.9%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling