+6,626.7%
CRM vs DXCM
+2,699.0%
+3,927.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.8% | -0.1% | -3.0% |
| 7D | -3.5% | -6.2% | +2.7% | -2.1% |
| 30D | +29.3% | -0.3% | +29.5% | +29.4% |
| 3M | +36.8% | +10.3% | +26.5% | +33.7% |
| 6M | +23.9% | +24.1% | -0.2% | +17.5% |
| YTD | -5.5% | +27.4% | -32.8% | -11.0% |
| 1Y | -0.4% | +8.4% | -8.8% | -3.5% |
| 3Y | +12.8% | -19.0% | +31.7% | +10.2% |
| 5Y | -3.5% | -38.6% | +35.1% | -1.9% |
| 10Y | +238.4% | +252.9% | -14.5% | +121.7% |
| All | +6,626.7% | +2,699.0% | +3,927.7% | +2,330.5% |
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