+749.7%
DXCM vs CFG
+396.4%
+353.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -3.2% | +1.5% | -4.8% | -3.6% |
| 30D | +6.3% | -3.8% | +10.2% | +7.4% |
| 3M | +21.1% | +11.5% | +9.6% | +17.4% |
| 6M | +20.6% | +19.2% | +1.4% | +14.8% |
| YTD | +32.4% | +23.7% | +8.7% | +24.6% |
| 1Y | +8.8% | +38.8% | -30.0% | -1.0% |
| 3Y | -13.7% | +178.9% | -192.6% | -35.9% |
| 5Y | -35.2% | +101.8% | -137.0% | -48.5% |
| 10Y | +281.8% | +317.3% | -35.5% | +108.5% |
| All | +749.7% | +396.4% | +353.3% | +320.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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