+48.9%
CIEN vs DXCM
+44.8%
+4.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.6% | -15.9% | -8.5% |
| 7D | -25.0% | +12.5% | -37.6% | -24.2% |
| 30D | -30.1% | +1.8% | -32.0% | -29.6% |
| 3M | -33.8% | +1.8% | -35.6% | -33.1% |
| 6M | -49.4% | +47.4% | -96.8% | -53.4% |
| YTD | +16.4% | +33.3% | -16.9% | +14.0% |
| 1Y | +48.9% | +44.6% | +4.2% | +45.9% |
| All | +48.9% | +44.8% | +4.0% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling