-38.5%
DXCM vs EQX
+83.7%
-122.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | -5.5% | -3.2% | -2.3% | -5.3% |
| 30D | -8.6% | +7.8% | -16.3% | -9.3% |
| 3M | +10.3% | +21.3% | -11.0% | +8.0% |
| 6M | +25.2% | -22.4% | +47.6% | +27.5% |
| YTD | +25.1% | -11.3% | +36.4% | +25.2% |
| 1Y | +9.2% | +13.5% | -4.3% | +6.3% |
| 3Y | -22.6% | +162.1% | -184.8% | -34.1% |
| All | -38.5% | +83.7% | -122.2% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling