+411.2%
DXCM vs CAPR
-68.2%
+479.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.9% | +8.5% | -1.2% |
| 7D | -3.7% | +7.6% | -11.3% | -3.9% |
| 30D | -5.0% | +13.3% | -18.3% | -5.3% |
| 3M | -8.8% | +130.4% | -139.2% | -11.1% |
| 6M | +31.9% | -70.8% | +102.7% | +33.2% |
| YTD | +20.4% | -69.3% | +89.7% | +21.2% |
| 1Y | +45.7% | +59.5% | -13.8% | +32.1% |
| 3Y | -15.0% | +216.8% | -231.8% | -29.0% |
| 5Y | -48.5% | +152.7% | -201.2% | -57.5% |
| 10Y | +411.2% | -68.2% | +479.5% | +298.4% |
| All | +411.2% | -68.2% | +479.5% | +298.4% |
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