+41.9%
CVS vs DXCM
+253.0%
-211.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -1.9% | -6.5% | +4.6% | -1.6% |
| 30D | -0.3% | -4.3% | +4.0% | -0.1% |
| 3M | -1.1% | +7.3% | -8.4% | -1.5% |
| 6M | +23.7% | +22.0% | +1.7% | +22.4% |
| YTD | +23.0% | +26.4% | -3.4% | +21.4% |
| 1Y | +37.2% | +7.0% | +30.2% | +36.2% |
| 3Y | +62.4% | -19.6% | +82.1% | +61.0% |
| 5Y | +31.8% | -39.3% | +71.1% | +30.8% |
| 10Y | +41.9% | +260.9% | -219.0% | +37.9% |
| All | +41.9% | +253.0% | -211.1% | +37.9% |
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