+1,457.8%
DXCM vs CDW
+903.1%
+554.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -3.2% | +3.2% | -6.4% | -4.6% |
| 30D | +6.3% | +9.3% | -2.9% | +1.7% |
| 3M | +21.1% | +9.8% | +11.3% | +15.0% |
| 6M | +20.6% | +23.3% | -2.8% | +5.5% |
| YTD | +32.4% | +13.7% | +18.8% | +19.6% |
| 1Y | +8.8% | -6.5% | +15.3% | +7.2% |
| 3Y | -13.7% | -25.2% | +11.5% | -7.9% |
| 5Y | -35.2% | -19.5% | -15.7% | -34.5% |
| 10Y | +281.8% | +285.8% | -4.0% | +70.9% |
| All | +1,457.8% | +903.1% | +554.7% | +447.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling