+174.5%
CIEN vs DXCM
+11.0%
+163.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.2% |
| 7D | -15.2% | -3.2% | -12.0% | -15.1% |
| 30D | -21.5% | +6.3% | -27.8% | -21.6% |
| 3M | -40.1% | +21.1% | -61.2% | -40.3% |
| 6M | -6.6% | +20.6% | -27.1% | -6.6% |
| YTD | +37.3% | +32.4% | +4.8% | +35.0% |
| 1Y | +174.5% | +8.8% | +165.7% | +166.6% |
| All | +174.5% | +11.0% | +163.6% | +166.6% |
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