-50.1%
DXCM vs ECHO
+260.3%
-310.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.2% | -11.2% | -6.3% |
| 7D | -3.5% | -2.4% | -1.1% | -3.4% |
| 30D | -5.8% | -3.1% | -2.7% | -5.7% |
| 3M | -4.3% | +8.7% | -13.1% | -5.0% |
| 6M | +31.6% | -24.8% | +56.3% | +33.5% |
| YTD | +19.6% | -13.0% | +32.6% | +19.8% |
| 1Y | +36.9% | +33.9% | +2.9% | +33.1% |
| 3Y | -16.3% | +791.8% | -808.1% | -36.3% |
| All | -50.1% | +260.3% | -310.5% | -57.0% |
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