+404.2%
DXCM vs ECL
+199.1%
+205.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.3% | -5.1% |
| 7D | -3.5% | -0.8% | -2.7% | -3.0% |
| 30D | -5.8% | +8.1% | -13.9% | -9.2% |
| 3M | -4.3% | +6.4% | -10.7% | -7.3% |
| 6M | +31.6% | +14.8% | +16.8% | +22.4% |
| YTD | +19.6% | +15.5% | +4.2% | +10.7% |
| 1Y | +36.9% | +20.1% | +16.8% | +24.0% |
| 3Y | -16.3% | +77.8% | -94.0% | -39.2% |
| 5Y | -50.0% | +37.9% | -87.9% | -60.0% |
| All | +404.2% | +199.1% | +205.1% | +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