+3,662.1%
DXCM vs CAPR
-99.1%
+3,761.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -1.0% | -4.5% |
| 7D | +5.7% | +29.7% | -24.0% | +5.3% |
| 30D | +1.3% | +11.0% | -9.7% | +1.1% |
| 3M | +2.2% | +118.8% | -116.7% | +0.7% |
| 6M | +42.0% | -73.9% | +115.9% | +43.1% |
| YTD | +27.3% | -70.2% | +97.5% | +27.8% |
| 1Y | +42.5% | +38.3% | +4.2% | +35.1% |
| 3Y | -13.3% | +199.7% | -213.0% | -20.7% |
| 5Y | -46.8% | +130.6% | -177.4% | -51.6% |
| 10Y | +445.8% | -68.5% | +514.3% | +383.7% |
| All | +3,662.1% | -99.1% | +3,761.3% | +3,517.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling