+55.0%
EWZ vs DXCM
-35.5%
+90.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.6% |
| 7D | +6.5% | -3.2% | +9.7% | +6.7% |
| 30D | +4.8% | +6.3% | -1.5% | +4.4% |
| 3M | +9.9% | +21.1% | -11.2% | +8.1% |
| 6M | +1.9% | +20.6% | -18.6% | +0.2% |
| YTD | +20.3% | +32.4% | -12.1% | +17.4% |
| 1Y | +35.6% | +8.8% | +26.8% | +33.9% |
| 3Y | +43.4% | -13.7% | +57.2% | +40.0% |
| All | +55.0% | -35.5% | +90.5% | +48.9% |
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 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