+393.1%
DXCM vs ECL
+196.0%
+197.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | -9.2% | -2.3% | -6.9% | -8.1% |
| 30D | -6.5% | +8.3% | -14.8% | -9.9% |
| 3M | -10.3% | +8.4% | -18.7% | -13.8% |
| 6M | +35.4% | +23.3% | +12.2% | +21.6% |
| YTD | +21.1% | +18.2% | +2.8% | +10.7% |
| 1Y | +38.2% | +18.8% | +19.5% | +26.0% |
| 3Y | -14.6% | +78.5% | -93.1% | -38.1% |
| 5Y | -49.6% | +40.1% | -89.7% | -60.0% |
| 10Y | +393.1% | +196.5% | +196.6% | +214.4% |
| All | +393.1% | +196.0% | +197.0% | +214.4% |
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