+404.2%
DXCM vs CAPR
-68.5%
+472.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.7% | -10.6% | -6.1% |
| 7D | -3.5% | +41.1% | -44.6% | -4.3% |
| 30D | -5.8% | +11.1% | -16.9% | -6.1% |
| 3M | -4.3% | +115.3% | -119.7% | -6.6% |
| 6M | +31.6% | -73.8% | +105.4% | +33.2% |
| YTD | +19.6% | -68.8% | +88.5% | +20.4% |
| 1Y | +36.9% | +43.3% | -6.4% | +24.7% |
| 3Y | -16.3% | +214.7% | -231.0% | -29.9% |
| 5Y | -50.0% | +141.3% | -191.3% | -58.7% |
| All | +404.2% | -68.5% | +472.7% | +287.9% |
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