+382.4%
CRWD vs DXCM
-19.6%
+402.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +2.2% | -6.5% | +8.6% | +3.5% |
| 30D | -7.7% | -4.3% | -3.4% | -6.9% |
| 3M | +28.9% | +7.3% | +21.6% | +26.9% |
| 6M | +91.5% | +22.0% | +69.4% | +83.4% |
| YTD | +77.3% | +26.4% | +50.9% | +68.4% |
| 1Y | +96.3% | +7.0% | +89.3% | +91.7% |
| All | +382.4% | -19.6% | +402.1% | +403.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling