-10.8%
CTSH vs DXCM
+47.0%
-57.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.4% |
| 7D | -2.3% | -4.4% | +2.1% | -1.0% |
| 30D | +7.4% | -3.6% | +11.0% | +8.3% |
| 3M | +10.9% | -4.3% | +15.3% | +12.0% |
| 6M | +24.7% | +33.8% | -9.1% | +11.9% |
| YTD | -22.0% | +22.1% | -44.1% | -27.7% |
| All | -10.8% | +47.0% | -57.7% | -20.3% |
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