-49.6%
DXCM vs SEDG
-93.2%
+43.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.9% | +10.2% | +2.1% |
| 7D | -3.6% | -7.3% | +3.7% | -3.1% |
| 30D | -4.3% | -25.3% | +21.0% | -2.0% |
| 3M | -10.4% | -24.1% | +13.8% | -8.7% |
| 6M | +33.1% | -39.9% | +73.0% | +35.7% |
| YTD | +22.6% | -15.8% | +38.4% | +18.6% |
| 1Y | +36.5% | -42.9% | +79.4% | +37.2% |
| 3Y | -13.5% | -65.9% | +52.4% | -13.7% |
| 5Y | -49.6% | -93.3% | +43.7% | -32.0% |
| All | -49.6% | -93.2% | +43.6% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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