-22.6%
DXCM vs EQX
+168.9%
-191.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-11 to 2026-09-11.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.8% |
| 7D | -5.5% | -3.2% | -2.3% | -5.4% |
| 30D | -8.6% | +7.8% | -16.3% | -8.9% |
| 3M | +10.3% | +21.3% | -11.0% | +9.4% |
| 6M | +25.2% | -22.4% | +47.6% | +27.0% |
| YTD | +25.1% | -11.3% | +36.4% | +26.0% |
| 1Y | +9.2% | +13.5% | -4.3% | +9.1% |
| 3Y | -22.6% | +162.1% | -184.8% | -28.8% |
| All | -22.6% | +168.9% | -191.5% | -28.8% |
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 2023-09-11 to 2026-09-11: 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…
2023-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling