+256.7%
CRWD vs DXCM
-48.7%
+305.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.2% |
| 7D | +4.5% | +4.9% | -0.5% | +2.9% |
| 30D | -9.1% | -0.2% | -8.9% | -9.5% |
| 3M | +0.5% | -8.9% | +9.4% | +3.1% |
| 6M | +61.1% | +42.3% | +18.9% | +41.1% |
| YTD | +93.4% | +25.6% | +67.8% | +75.3% |
| 1Y | +71.1% | +39.5% | +31.6% | +49.4% |
| 3Y | +351.1% | -15.3% | +366.3% | +317.0% |
| All | +256.7% | -48.7% | +305.4% | +327.2% |
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