+2,894.9%
DXCM vs CAH
+887.2%
+2,007.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -3.2% | +5.4% | -8.6% | -5.6% |
| 30D | +6.3% | +3.3% | +3.0% | +4.5% |
| 3M | +21.1% | +22.8% | -1.7% | +9.7% |
| 6M | +20.6% | +11.3% | +9.3% | +13.8% |
| YTD | +32.4% | +21.1% | +11.3% | +19.5% |
| 1Y | +8.8% | +67.2% | -58.4% | -17.1% |
| 3Y | -13.7% | +195.6% | -209.4% | -51.9% |
| 5Y | -35.2% | +413.8% | -449.0% | -73.2% |
| 10Y | +281.8% | +309.6% | -27.8% | +52.5% |
| All | +2,894.9% | +887.2% | +2,007.7% | +414.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling