+304.6%
CIEN vs DXCM
-50.2%
+354.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.0% | +11.4% | +6.5% |
| 7D | -24.1% | -3.5% | -20.6% | -23.8% |
| 30D | -45.5% | -5.8% | -39.7% | -45.1% |
| 3M | -39.7% | -4.3% | -35.4% | -39.7% |
| 6M | -57.8% | +31.6% | -89.4% | -61.1% |
| YTD | +4.1% | +19.6% | -15.6% | -1.9% |
| 1Y | +20.8% | +36.9% | -16.1% | +10.7% |
| 3Y | +463.1% | -16.3% | +479.4% | +434.6% |
| All | +304.6% | -50.2% | +354.7% | +309.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling