+473.6%
CVS vs DXCM
+2,810.6%
-2,337.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.3% |
| 7D | +4.0% | -3.2% | +7.2% | +4.2% |
| 30D | -2.4% | +6.3% | -8.7% | -2.9% |
| 3M | +2.7% | +21.1% | -18.4% | +0.9% |
| 6M | +21.9% | +20.6% | +1.3% | +19.6% |
| YTD | +24.7% | +32.4% | -7.7% | +21.4% |
| 1Y | +35.4% | +8.8% | +26.6% | +33.6% |
| 3Y | +65.2% | -13.7% | +78.9% | +61.7% |
| 5Y | +30.5% | -35.2% | +65.7% | +28.7% |
| 10Y | +40.4% | +281.8% | -241.4% | +12.0% |
| All | +473.6% | +2,810.6% | -2,337.0% | +211.7% |
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