+393.1%
DXCM vs CAPR
-59.1%
+452.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +26.5% | -26.0% | -0.1% |
| 7D | -9.2% | +25.8% | -35.0% | -9.7% |
| 30D | -6.5% | +50.2% | -56.7% | -7.5% |
| 3M | -10.3% | +185.5% | -195.7% | -13.0% |
| 6M | +35.4% | -64.8% | +100.3% | +36.1% |
| YTD | +21.1% | -61.1% | +82.2% | +21.1% |
| 1Y | +38.2% | +81.0% | -42.7% | +25.1% |
| 3Y | -14.6% | +300.7% | -315.3% | -29.0% |
| 5Y | -49.6% | +223.3% | -272.9% | -58.7% |
| 10Y | +393.1% | -58.8% | +451.8% | +280.4% |
| All | +393.1% | -59.1% | +452.1% | +280.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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