-12.1%
CTSH vs DXCM
-50.2%
+38.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.0% | +3.2% | -1.7% |
| 7D | -0.6% | -3.5% | +2.9% | 0.0% |
| 30D | +13.4% | -5.8% | +19.2% | +14.4% |
| 3M | +14.4% | -4.3% | +18.8% | +15.1% |
| 6M | +27.7% | +31.6% | -3.8% | +21.7% |
| YTD | -20.6% | +19.6% | -40.3% | -23.4% |
| 1Y | -9.1% | +36.9% | -46.0% | -14.1% |
| 3Y | +3.1% | -16.3% | +19.4% | -1.5% |
| All | -12.1% | -50.2% | +38.1% | -10.3% |
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 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