+393.1%
DXCM vs CAH
+411.5%
-18.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -9.2% | +5.9% | -15.1% | -10.4% |
| 30D | -6.5% | +16.5% | -23.0% | -9.7% |
| 3M | -10.3% | +15.7% | -26.0% | -13.3% |
| 6M | +35.4% | +52.7% | -17.3% | +22.7% |
| YTD | +21.1% | +36.3% | -15.2% | +12.3% |
| 1Y | +38.2% | +36.7% | +1.5% | +28.0% |
| 3Y | -14.6% | +178.2% | -192.7% | -34.3% |
| 5Y | -49.6% | +515.8% | -565.3% | -68.1% |
| 10Y | +393.1% | +411.8% | -18.7% | +187.9% |
| All | +393.1% | +411.5% | -18.4% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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