+57.2%
CVS vs DXCM
+411.4%
-354.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.5% |
| 7D | -2.6% | -3.7% | +1.1% | -2.6% |
| 30D | +4.0% | -5.0% | +9.0% | +4.2% |
| 3M | -6.3% | -8.8% | +2.5% | -6.0% |
| 6M | -0.4% | +31.9% | -32.2% | -1.9% |
| YTD | +15.6% | +20.4% | -4.8% | +14.2% |
| 1Y | +18.3% | +45.7% | -27.4% | +15.8% |
| 3Y | +47.3% | -15.0% | +62.3% | +45.3% |
| 5Y | +13.2% | -48.5% | +61.7% | +13.3% |
| 10Y | +57.2% | +411.2% | -354.1% | +48.4% |
| All | +57.2% | +411.4% | -354.2% | +48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling