+38.2%
DXCM vs CAH
+36.6%
+1.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -9.2% | +5.9% | -15.1% | -10.2% |
| 30D | -6.5% | +16.5% | -23.0% | -9.1% |
| 3M | -10.3% | +15.7% | -26.0% | -12.6% |
| 6M | +35.4% | +52.7% | -17.3% | +26.6% |
| YTD | +21.1% | +36.3% | -15.2% | +18.2% |
| 1Y | +38.2% | +36.7% | +1.5% | +35.9% |
| All | +38.2% | +36.6% | +1.6% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling