-15.8%
CTSH vs DXCM
-48.7%
+32.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.1% |
| 7D | -2.1% | +4.9% | -7.1% | -3.0% |
| 30D | +1.4% | -0.2% | +1.6% | +1.2% |
| 3M | +7.5% | -8.9% | +16.4% | +9.0% |
| 6M | +39.6% | +42.3% | -2.7% | +31.2% |
| YTD | -22.3% | +25.6% | -47.9% | -25.7% |
| 1Y | -12.0% | +39.5% | -51.5% | -17.1% |
| 3Y | +1.8% | -15.3% | +17.1% | -2.7% |
| All | -15.8% | -48.7% | +32.9% | -14.7% |
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