+1,485.3%
CRWD vs DXCM
+133.9%
+1,351.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.1% |
| 7D | +5.8% | -3.6% | +9.5% | +7.2% |
| 30D | -12.0% | -4.3% | -7.7% | -11.0% |
| 3M | +3.6% | -10.4% | +14.0% | +7.3% |
| 6M | +68.3% | +33.1% | +35.2% | +48.5% |
| YTD | +96.2% | +22.6% | +73.5% | +77.1% |
| 1Y | +68.4% | +36.5% | +31.9% | +45.7% |
| 3Y | +368.4% | -13.5% | +381.8% | +326.6% |
| 5Y | +223.4% | -49.6% | +273.1% | +253.9% |
| All | +1,485.3% | +133.9% | +1,351.4% | +814.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling