+423.1%
DXCM vs CAPR
-64.9%
+488.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.4% | -7.4% | +1.9% |
| 7D | -4.4% | +36.0% | -40.4% | -5.1% |
| 30D | -3.6% | +25.8% | -29.4% | -4.2% |
| 3M | -4.3% | +140.8% | -145.2% | -6.8% |
| 6M | +33.8% | -67.6% | +101.3% | +34.8% |
| YTD | +22.1% | -65.9% | +88.0% | +22.6% |
| 1Y | +47.4% | +66.1% | -18.7% | +33.7% |
| 3Y | -12.3% | +256.9% | -269.1% | -26.9% |
| 5Y | -49.1% | +172.1% | -221.2% | -58.1% |
| 10Y | +423.1% | -64.7% | +487.8% | +306.6% |
| All | +423.1% | -64.9% | +488.1% | +306.6% |
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