+47.1%
CSX vs DXCM
+44.8%
+2.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.6% | -4.0% | +2.2% |
| 7D | +0.1% | +12.5% | -12.4% | -0.5% |
| 30D | +9.7% | +1.8% | +7.9% | +9.6% |
| 3M | +2.3% | +1.8% | +0.5% | +2.2% |
| 6M | +17.1% | +47.4% | -30.3% | +12.8% |
| YTD | +44.9% | +33.3% | +11.6% | +41.3% |
| 1Y | +47.1% | +44.6% | +2.5% | +42.1% |
| All | +47.1% | +44.8% | +2.3% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling