+43.0%
CVS vs DXCM
-13.1%
+56.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.7% |
| 7D | -3.7% | -4.4% | +0.7% | -3.7% |
| 30D | -0.3% | -3.6% | +3.3% | -0.4% |
| 3M | -10.3% | -4.3% | -5.9% | -10.3% |
| 6M | -4.6% | +33.8% | -38.3% | -4.4% |
| YTD | +10.7% | +22.1% | -11.4% | +10.9% |
| 1Y | +11.2% | +47.4% | -36.2% | +11.6% |
| 3Y | +43.0% | -12.3% | +55.3% | +63.3% |
| All | +43.0% | -13.1% | +56.1% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling