+2,894.9%
DXCM vs ECL
+942.3%
+1,952.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -3.2% | -2.6% | -0.6% | -1.6% |
| 30D | +6.3% | -2.2% | +8.5% | +7.6% |
| 3M | +21.1% | +10.1% | +11.0% | +13.6% |
| 6M | +20.6% | -5.7% | +26.3% | +24.2% |
| YTD | +32.4% | +7.0% | +25.5% | +25.7% |
| 1Y | +8.8% | +2.7% | +6.2% | +5.5% |
| 3Y | -13.7% | +57.7% | -71.5% | -38.0% |
| 5Y | -35.2% | +31.1% | -66.3% | -48.1% |
| 10Y | +281.8% | +150.9% | +130.9% | +77.1% |
| All | +2,894.9% | +942.3% | +1,952.6% | +440.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling