+44.6%
DXCM vs EQX
+7.1%
+37.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +12.8% | -6.2% | +5.6% |
| 7D | +12.5% | +7.6% | +4.9% | +11.7% |
| 30D | +1.8% | +0.4% | +1.4% | +1.4% |
| 3M | +1.8% | +18.0% | -16.2% | +0.3% |
| 6M | +47.4% | -18.4% | +65.7% | +50.7% |
| YTD | +33.3% | -19.3% | +52.6% | +35.8% |
| 1Y | +44.6% | +9.2% | +35.4% | +43.0% |
| All | +44.6% | +7.1% | +37.6% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 1y: compounded portfolio wealth divided by compounded EQX 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…
1y analysis · Full analysis span regression · 6 months rolling