+1,946.6%
CIEN vs DXCM
+2,584.4%
-637.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.1% | +8.6% | +10.2% |
| 7D | -5.3% | -4.4% | -0.9% | -4.5% |
| 30D | -40.1% | -3.6% | -36.5% | -39.9% |
| 3M | -34.7% | -4.3% | -30.3% | -34.6% |
| 6M | -50.9% | +33.8% | -84.6% | -55.1% |
| YTD | +15.2% | +22.1% | -7.0% | +7.6% |
| 1Y | +35.2% | +47.4% | -12.2% | +21.0% |
| 3Y | +522.6% | -12.3% | +534.8% | +491.4% |
| 5Y | +344.2% | -49.1% | +393.3% | +359.7% |
| 10Y | +1,188.7% | +423.1% | +765.5% | +582.7% |
| All | +1,946.6% | +2,584.4% | -637.9% | +481.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling