+594.6%
CTSH vs DXCM
+2,810.6%
-2,216.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -3.3% |
| 7D | -2.7% | -3.2% | +0.5% | -2.1% |
| 30D | +12.4% | +6.3% | +6.0% | +11.2% |
| 3M | +17.4% | +21.1% | -3.7% | +13.5% |
| 6M | -3.1% | +20.6% | -23.7% | -6.4% |
| YTD | -23.6% | +32.4% | -56.0% | -27.4% |
| 1Y | -10.8% | +8.8% | -19.7% | -12.9% |
| 3Y | -8.3% | -13.7% | +5.4% | -11.4% |
| 5Y | -11.3% | -35.2% | +23.9% | -12.3% |
| 10Y | +22.6% | +281.8% | -259.2% | -17.5% |
| All | +594.6% | +2,810.6% | -2,216.0% | +167.0% |
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