+3,449.1%
DXCM vs ECHO
+233.6%
+3,215.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.2% | -11.2% | -7.0% |
| 7D | -3.5% | -2.4% | -1.1% | -3.2% |
| 30D | -5.8% | -3.1% | -2.7% | -5.6% |
| 3M | -4.3% | +8.7% | -13.1% | -6.6% |
| 6M | +31.6% | -24.8% | +56.3% | +36.9% |
| YTD | +19.6% | -13.0% | +32.6% | +19.4% |
| 1Y | +36.9% | +33.9% | +2.9% | +24.2% |
| 3Y | -16.3% | +791.8% | -808.1% | -64.1% |
| 5Y | -50.0% | +261.7% | -311.7% | -72.3% |
| 10Y | +413.2% | +157.3% | +255.9% | +194.1% |
| All | +3,449.1% | +233.6% | +3,215.4% | +1,139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling