-12.4%
DXCM vs CAPR
+40.5%
-52.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.0% |
| 7D | -3.2% | -2.0% | -1.2% | -3.2% |
| 30D | +6.3% | +139.2% | -132.8% | +5.9% |
| 3M | +21.1% | -66.4% | +87.5% | +21.5% |
| 6M | +20.6% | -63.1% | +83.7% | +20.8% |
| YTD | +32.4% | -67.4% | +99.9% | +32.8% |
| 1Y | +8.8% | +58.2% | -49.4% | +5.4% |
| All | -12.4% | +40.5% | -52.9% | -20.4% |
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 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