+1,438.7%
CIEN vs DXCM
+256.6%
+1,182.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.8% | +10.2% | +7.0% |
| 7D | -5.3% | -6.2% | +0.9% | -4.3% |
| 30D | -17.2% | -0.3% | -17.0% | -17.3% |
| 3M | -26.9% | +10.3% | -37.2% | -28.7% |
| 6M | +16.0% | +24.1% | -8.1% | +10.2% |
| YTD | +45.9% | +27.4% | +18.6% | +38.0% |
| 1Y | +186.8% | +8.4% | +178.4% | +177.9% |
| 3Y | +607.8% | -19.0% | +626.8% | +590.7% |
| 5Y | +506.7% | -38.6% | +545.3% | +500.3% |
| 10Y | +1,438.7% | +252.9% | +1,185.8% | +1,263.2% |
| All | +1,438.7% | +256.6% | +1,182.1% | +1,263.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling