-13.9%
CTSH vs DXCM
+6.5%
-20.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | 0.0% | -2.7% |
| 7D | -5.5% | -6.2% | +0.7% | -3.6% |
| 30D | +4.5% | -0.3% | +4.8% | +4.7% |
| 3M | +13.7% | +10.3% | +3.4% | +10.0% |
| 6M | -8.4% | +24.1% | -32.5% | -14.1% |
| YTD | -26.5% | +27.4% | -53.9% | -31.4% |
| 1Y | -13.9% | +8.4% | -22.3% | -15.1% |
| All | -13.9% | +6.5% | -20.5% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling