-36.3%
DXCM vs ECHO
+242.1%
-278.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | +3.4% | -6.6% | -3.4% |
| 30D | +6.3% | +2.4% | +4.0% | +6.2% |
| 3M | +21.1% | -28.0% | +49.0% | +23.5% |
| 6M | +20.6% | -21.2% | +41.8% | +21.9% |
| YTD | +32.4% | -17.4% | +49.8% | +33.3% |
| 1Y | +8.8% | +33.6% | -24.8% | +5.8% |
| 3Y | -13.7% | +419.7% | -433.4% | -28.7% |
| All | -36.3% | +242.1% | -278.4% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling