+1,993.7%
CDNS vs DXCM
+2,810.6%
-816.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.6% |
| 7D | -14.0% | -3.2% | -10.8% | -13.4% |
| 30D | -13.2% | +6.3% | -19.5% | -14.3% |
| 3M | -28.9% | +21.1% | -50.0% | -31.8% |
| 6M | -4.2% | +20.6% | -24.7% | -8.3% |
| YTD | -6.4% | +32.4% | -38.8% | -12.1% |
| 1Y | -16.2% | +8.8% | -25.1% | -18.8% |
| 3Y | +20.2% | -13.7% | +33.9% | +15.8% |
| 5Y | +76.6% | -35.2% | +111.8% | +76.0% |
| 10Y | +1,029.7% | +281.8% | +747.9% | +668.0% |
| All | +1,993.7% | +2,810.6% | -816.9% | +655.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling