+2,623.0%
DXCM vs CAH
+1,008.0%
+1,615.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | -3.7% | +9.4% | -13.1% | -7.7% |
| 30D | -5.0% | +16.5% | -21.5% | -11.6% |
| 3M | -8.8% | +17.0% | -25.8% | -15.6% |
| 6M | +31.9% | +51.4% | -19.5% | +8.0% |
| YTD | +20.4% | +36.0% | -15.5% | +2.8% |
| 1Y | +45.7% | +36.0% | +9.7% | +24.3% |
| 3Y | -15.0% | +177.5% | -192.5% | -50.8% |
| 5Y | -48.5% | +509.2% | -557.6% | -80.4% |
| 10Y | +411.2% | +408.1% | +3.1% | +81.8% |
| All | +2,623.0% | +1,008.0% | +1,615.0% | +342.4% |
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