+416.4%
CSX vs DXCM
+412.4%
+4.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -0.3% | -9.2% | +8.9% | +0.9% |
| 30D | +8.7% | -6.5% | +15.2% | +9.5% |
| 3M | +4.2% | -10.3% | +14.5% | +5.5% |
| 6M | +16.7% | +35.4% | -18.8% | +11.5% |
| YTD | +44.5% | +21.1% | +23.4% | +39.8% |
| 1Y | +50.3% | +38.2% | +12.1% | +42.9% |
| 3Y | +76.3% | -14.6% | +90.9% | +71.1% |
| 5Y | +58.1% | -49.6% | +107.7% | +60.5% |
| 10Y | +416.4% | +393.1% | +23.3% | +302.5% |
| All | +416.4% | +412.4% | +4.0% | +302.5% |
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