+423.1%
DXCM vs ECL
+205.6%
+217.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.1% |
| 7D | -4.4% | -0.5% | -3.8% | -4.0% |
| 30D | -3.6% | +8.8% | -12.5% | -7.4% |
| 3M | -4.3% | +7.8% | -12.2% | -7.9% |
| 6M | +33.8% | +21.3% | +12.4% | +21.1% |
| YTD | +22.1% | +17.8% | +4.4% | +11.9% |
| 1Y | +47.4% | +21.1% | +26.3% | +33.1% |
| 3Y | -12.3% | +80.1% | -92.3% | -36.7% |
| 5Y | -49.1% | +40.5% | -89.6% | -59.7% |
| 10Y | +423.1% | +197.7% | +225.4% | +240.6% |
| All | +423.1% | +205.6% | +217.5% | +240.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling