+2,894.9%
DXCM vs CASY
+5,086.9%
-2,192.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | +6.3% | -11.3% | +17.7% | +10.5% |
| 3M | +21.1% | -0.6% | +21.7% | +19.3% |
| 6M | +20.6% | +10.7% | +9.9% | +13.8% |
| YTD | +32.4% | +37.1% | -4.7% | +15.6% |
| 1Y | +8.8% | +52.3% | -43.5% | -9.0% |
| 3Y | -13.7% | +215.2% | -228.9% | -47.5% |
| 5Y | -35.2% | +276.5% | -311.7% | -63.5% |
| 10Y | +281.8% | +508.4% | -226.6% | +67.1% |
| All | +2,894.9% | +5,086.9% | -2,192.0% | +449.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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