+2,307.2%
CDNS vs DXCM
+2,584.4%
-277.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.1% | +4.8% |
| 7D | +2.1% | -4.4% | +6.5% | +3.0% |
| 30D | -4.6% | -3.6% | -1.0% | -4.1% |
| 3M | -0.8% | -4.3% | +3.5% | -0.3% |
| 6M | -7.2% | +33.8% | -41.0% | -13.2% |
| YTD | +7.7% | +22.1% | -14.5% | +2.4% |
| 1Y | +3.5% | +47.4% | -43.9% | -5.3% |
| 3Y | +31.2% | -12.3% | +43.5% | +26.2% |
| 5Y | +84.5% | -49.1% | +133.6% | +92.0% |
| 10Y | +1,242.9% | +423.1% | +819.8% | +766.2% |
| All | +2,307.2% | +2,584.4% | -277.2% | +779.3% |
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