-18.3%
DXCM vs CAPR
+299.3%
-317.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +26.5% | -26.0% | +0.4% |
| 7D | -9.2% | +25.8% | -35.0% | -9.3% |
| 30D | -6.5% | +50.2% | -56.7% | -6.7% |
| 3M | -10.3% | +185.5% | -195.7% | -10.7% |
| 6M | +35.4% | -64.8% | +100.3% | +35.8% |
| YTD | +21.1% | -61.1% | +82.2% | +21.2% |
| 1Y | +38.2% | +81.0% | -42.7% | +34.7% |
| All | -18.3% | +299.3% | -317.6% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling