+2,739.2%
DXCM vs CAH
+1,025.3%
+1,713.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.9% |
| 7D | +4.9% | +3.5% | +1.5% | +3.3% |
| 30D | -0.2% | +13.5% | -13.6% | -5.9% |
| 3M | -8.9% | +21.8% | -30.8% | -17.2% |
| 6M | +42.3% | +51.5% | -9.3% | +16.5% |
| YTD | +25.6% | +38.1% | -12.5% | +6.4% |
| 1Y | +39.5% | +37.7% | +1.8% | +18.3% |
| 3Y | -15.3% | +179.6% | -194.9% | -51.1% |
| 5Y | -48.4% | +504.9% | -553.4% | -80.3% |
| 10Y | +411.4% | +418.6% | -7.2% | +79.9% |
| All | +2,739.2% | +1,025.3% | +1,713.9% | +358.1% |
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