+67.8%
CSX vs DXCM
-35.5%
+103.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.1% |
| 7D | -3.4% | -3.2% | -0.2% | -3.0% |
| 30D | -3.1% | +6.3% | -9.4% | -3.8% |
| 3M | +7.2% | +21.1% | -13.9% | +4.6% |
| 6M | +16.2% | +20.6% | -4.4% | +13.2% |
| YTD | +37.5% | +32.4% | +5.1% | +32.5% |
| 1Y | +53.2% | +8.8% | +44.4% | +50.6% |
| 3Y | +68.2% | -13.7% | +82.0% | +62.4% |
| All | +67.8% | -35.5% | +103.3% | +59.1% |
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 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