-21.3%
CDNS vs DXCM
+8.1%
-29.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | -7.2% | -6.5% | -0.7% | -6.3% |
| 30D | -14.3% | -4.3% | -10.0% | -13.7% |
| 3M | -27.2% | +7.3% | -34.5% | -28.1% |
| 6M | -4.5% | +22.0% | -26.5% | -7.4% |
| YTD | -9.0% | +26.4% | -35.3% | -11.9% |
| 1Y | -21.3% | +7.0% | -28.3% | -24.0% |
| All | -21.3% | +8.1% | -29.4% | -24.0% |
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