+3,523.2%
DXCM vs ECHO
+256.8%
+3,266.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.9% | -4.9% | +0.7% |
| 7D | -4.4% | +3.0% | -7.4% | -5.1% |
| 30D | -3.6% | +6.7% | -10.3% | -5.3% |
| 3M | -4.3% | +12.4% | -16.7% | -7.2% |
| 6M | +33.8% | -20.4% | +54.2% | +37.7% |
| YTD | +22.1% | -6.9% | +29.1% | +20.2% |
| 1Y | +47.4% | +37.7% | +9.7% | +33.1% |
| 3Y | -12.3% | +902.9% | -915.1% | -63.6% |
| 5Y | -49.1% | +275.3% | -324.4% | -71.8% |
| 10Y | +423.1% | +159.0% | +264.1% | +205.6% |
| All | +3,523.2% | +256.8% | +3,266.5% | +1,148.4% |
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