+213.5%
CRWD vs DXCM
-38.0%
+251.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | +2.2% | -6.5% | +8.6% | +4.5% |
| 30D | -7.7% | -4.3% | -3.4% | -6.3% |
| 3M | +28.9% | +7.3% | +21.6% | +25.0% |
| 6M | +91.5% | +22.0% | +69.4% | +76.8% |
| YTD | +77.3% | +26.4% | +50.9% | +61.2% |
| 1Y | +96.3% | +7.0% | +89.3% | +86.9% |
| 3Y | +394.5% | -19.6% | +414.1% | +368.7% |
| 5Y | +213.5% | -39.3% | +252.8% | +222.0% |
| All | +213.5% | -38.0% | +251.5% | +222.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling