+179.3%
CIEN vs DXCM
+8.9%
+170.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.8% | +10.2% | +6.4% |
| 7D | -5.3% | -6.2% | +0.9% | -5.2% |
| 30D | -17.2% | -0.3% | -17.0% | -17.2% |
| 3M | -26.9% | +10.3% | -37.2% | -26.4% |
| 6M | +16.0% | +24.1% | -8.1% | +14.0% |
| YTD | +45.9% | +27.4% | +18.6% | +43.5% |
| All | +179.3% | +8.9% | +170.4% | +170.6% |
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