-39.3%
DXCM vs CBOE
+146.7%
-186.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -6.5% | -0.8% | -5.7% | -6.3% |
| 30D | -4.3% | +2.7% | -7.0% | -5.0% |
| 3M | +7.3% | +0.7% | +6.6% | +6.8% |
| 6M | +22.0% | -2.0% | +24.0% | +20.8% |
| YTD | +26.4% | +17.1% | +9.2% | +18.1% |
| 1Y | +7.0% | +26.5% | -19.5% | -3.1% |
| 3Y | -19.6% | +96.1% | -115.7% | -45.2% |
| 5Y | -39.3% | +149.3% | -188.6% | -66.6% |
| All | -39.3% | +146.7% | -186.0% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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