+1,206.6%
CIEN vs DXCM
+391.0%
+815.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | +27.4% | -3.6% | +31.0% | +28.1% |
| 30D | -26.6% | -4.3% | -22.3% | -26.2% |
| 3M | -32.0% | -10.4% | -21.6% | -31.0% |
| 6M | -49.1% | +33.1% | -82.2% | -52.5% |
| YTD | +25.7% | +22.6% | +3.1% | +19.0% |
| 1Y | +40.3% | +36.5% | +3.8% | +30.4% |
| 3Y | +566.2% | -13.5% | +579.7% | +541.0% |
| 5Y | +378.7% | -49.6% | +428.4% | +387.0% |
| All | +1,206.6% | +391.0% | +815.6% | +944.8% |
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