+260.9%
DXCM vs ECHO
+187.5%
+73.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.6% |
| 7D | -6.5% | +5.3% | -11.8% | -7.0% |
| 30D | -4.3% | +2.4% | -6.7% | -4.6% |
| 3M | +7.3% | -21.8% | +29.1% | +9.5% |
| 6M | +22.0% | -16.9% | +38.9% | +23.3% |
| YTD | +26.4% | -16.0% | +42.4% | +27.2% |
| 1Y | +7.0% | +9.3% | -2.3% | +4.6% |
| 3Y | -19.6% | +406.2% | -425.8% | -40.6% |
| 5Y | -39.3% | +251.0% | -290.3% | -52.6% |
| 10Y | +260.9% | +191.3% | +69.7% | +180.8% |
| All | +260.9% | +187.5% | +73.4% | +180.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ECHO 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling