+72.2%
CSX vs DXCM
-13.8%
+86.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.0% |
| 7D | -3.4% | -3.2% | -0.2% | -3.2% |
| 30D | -3.1% | +6.3% | -9.4% | -3.4% |
| 3M | +7.2% | +21.1% | -13.9% | +5.8% |
| 6M | +16.2% | +20.6% | -4.4% | +14.6% |
| YTD | +37.5% | +32.4% | +5.1% | +34.9% |
| 1Y | +53.2% | +8.8% | +44.4% | +51.8% |
| All | +72.2% | -13.8% | +86.0% | +68.0% |
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 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