-36.3%
DXCM vs CG
+10.1%
-46.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.4% |
| 7D | -3.2% | -4.3% | +1.1% | -1.6% |
| 30D | +6.3% | -5.1% | +11.4% | +8.3% |
| 3M | +21.1% | +8.7% | +12.4% | +16.7% |
| 6M | +20.6% | -9.2% | +29.8% | +23.9% |
| YTD | +32.4% | -18.9% | +51.3% | +41.0% |
| 1Y | +8.8% | -25.6% | +34.5% | +19.7% |
| 3Y | -13.7% | +57.3% | -71.0% | -34.9% |
| All | -36.3% | +10.1% | -46.4% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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