-17.2%
DXCM vs ECL
+77.0%
-94.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.7% |
| 7D | -3.6% | -0.5% | -3.2% | -3.4% |
| 30D | -4.3% | +6.6% | -10.9% | -6.2% |
| 3M | -10.4% | +9.6% | -20.0% | -13.0% |
| 6M | +33.1% | +21.6% | +11.5% | +24.2% |
| YTD | +22.6% | +16.9% | +5.7% | +15.8% |
| 1Y | +36.5% | +17.9% | +18.7% | +28.5% |
| All | -17.2% | +77.0% | -94.2% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling