-1.1%
CDNS vs DXCM
+44.8%
-45.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.6% | -4.9% | +0.8% |
| 7D | -3.8% | +12.5% | -16.3% | -5.5% |
| 30D | -6.8% | +1.8% | -8.6% | -7.1% |
| 3M | -3.3% | +1.8% | -5.0% | -3.7% |
| 6M | -5.7% | +47.4% | -53.1% | -13.0% |
| YTD | +5.4% | +33.3% | -27.9% | +0.3% |
| 1Y | -1.1% | +44.6% | -45.7% | -5.2% |
| All | -1.1% | +44.8% | -45.9% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 1y: compounded portfolio wealth divided by compounded DXCM 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…
1y analysis · Full analysis span regression · 6 months rolling