+191.3%
DXCM vs EQX
+244.1%
-52.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -0.9% |
| 7D | -6.5% | +1.7% | -8.2% | -6.6% |
| 30D | -4.3% | +11.1% | -15.4% | -5.3% |
| 3M | +7.3% | +23.1% | -15.8% | +4.8% |
| 6M | +22.0% | -21.8% | +43.9% | +24.1% |
| YTD | +26.4% | -8.1% | +34.5% | +26.0% |
| 1Y | +7.0% | +29.7% | -22.7% | +2.6% |
| 3Y | -19.6% | +179.9% | -199.5% | -31.5% |
| 5Y | -39.3% | +82.5% | -121.8% | -48.0% |
| All | +191.3% | +244.1% | -52.8% | +182.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling