+53.6%
CSX vs DXCM
-46.6%
+100.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.8% |
| 7D | -2.7% | +5.7% | -8.4% | -3.3% |
| 30D | +7.0% | +1.3% | +5.7% | +6.8% |
| 3M | -0.3% | +2.2% | -2.5% | -0.7% |
| 6M | +13.5% | +42.0% | -28.5% | +8.5% |
| YTD | +41.5% | +27.3% | +14.2% | +36.7% |
| 1Y | +45.8% | +42.5% | +3.3% | +38.9% |
| 3Y | +74.4% | -13.3% | +87.7% | +67.9% |
| 5Y | +53.6% | -46.8% | +100.4% | +48.2% |
| All | +53.6% | -46.6% | +100.2% | +48.2% |
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