+3,157.1%
CSX vs DXCM
+2,810.6%
+346.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.2% |
| 7D | -3.4% | -3.2% | -0.2% | -2.9% |
| 30D | -3.1% | +6.3% | -9.4% | -4.0% |
| 3M | +7.2% | +21.1% | -13.9% | +3.6% |
| 6M | +16.2% | +20.6% | -4.4% | +12.1% |
| YTD | +37.5% | +32.4% | +5.1% | +30.6% |
| 1Y | +53.2% | +8.8% | +44.4% | +49.2% |
| 3Y | +68.2% | -13.7% | +82.0% | +62.0% |
| 5Y | +65.2% | -35.2% | +100.4% | +62.1% |
| 10Y | +504.1% | +281.8% | +222.3% | +309.1% |
| All | +3,157.1% | +2,810.6% | +346.5% | +1,128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling