-49.6%
DXCM vs CAPR
+219.7%
-269.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +26.5% | -26.0% | +0.3% |
| 7D | -9.2% | +25.8% | -35.0% | -9.4% |
| 30D | -6.5% | +50.2% | -56.7% | -6.9% |
| 3M | -10.3% | +185.5% | -195.7% | -11.4% |
| 6M | +35.4% | -64.8% | +100.3% | +35.9% |
| YTD | +21.1% | -61.1% | +82.2% | +21.2% |
| 1Y | +38.2% | +81.0% | -42.7% | +31.4% |
| 3Y | -14.6% | +300.7% | -315.3% | -31.1% |
| 5Y | -49.6% | +223.3% | -272.9% | -62.2% |
| All | -49.6% | +219.7% | -269.2% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling