+384.5%
DXCM vs CAH
+418.0%
-33.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.1% |
| 7D | +4.9% | +3.5% | +1.5% | +4.1% |
| 30D | -0.2% | +13.5% | -13.6% | -3.0% |
| 3M | -8.9% | +21.8% | -30.8% | -13.0% |
| 6M | +42.3% | +51.5% | -9.3% | +29.2% |
| YTD | +25.6% | +38.1% | -12.5% | +16.1% |
| 1Y | +39.5% | +37.7% | +1.8% | +29.1% |
| 3Y | -15.3% | +179.6% | -194.9% | -34.9% |
| 5Y | -48.4% | +504.9% | -553.4% | -67.2% |
| All | +384.5% | +418.0% | -33.4% | +187.7% |
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