+502.4%
DXCM vs SEDG
+70.6%
+431.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.1% |
| 7D | -3.2% | +8.9% | -12.1% | -4.1% |
| 30D | +6.3% | +0.9% | +5.5% | +6.0% |
| 3M | +21.1% | -53.2% | +74.3% | +29.6% |
| 6M | +20.6% | -9.9% | +30.4% | +17.6% |
| YTD | +32.4% | +18.5% | +13.9% | +24.1% |
| 1Y | +8.8% | +0.1% | +8.7% | +2.1% |
| 3Y | -13.7% | -78.9% | +65.1% | -9.7% |
| 5Y | -35.2% | -88.0% | +52.9% | -29.1% |
| 10Y | +281.8% | +97.5% | +184.3% | +200.8% |
| All | +502.4% | +70.6% | +431.8% | +386.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling