-16.3%
DXCM vs CDW
-21.8%
+5.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.8% |
| 7D | -3.5% | +2.1% | -5.6% | -4.0% |
| 30D | -5.8% | +14.7% | -20.6% | -9.3% |
| 3M | -4.3% | +11.1% | -15.5% | -7.7% |
| 6M | +31.6% | +45.6% | -14.0% | +17.7% |
| YTD | +19.6% | +17.1% | +2.6% | +11.8% |
| 1Y | +36.9% | +13.2% | +23.7% | +29.5% |
| 3Y | -16.3% | -22.2% | +5.9% | -15.8% |
| All | -16.3% | -21.8% | +5.5% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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