-48.1%
DXCM vs CG
-23.0%
-25.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.3% | +2.0% |
| 7D | +4.9% | +0.2% | +4.8% | +4.7% |
| 30D | -0.2% | +11.2% | -11.4% | -4.3% |
| 3M | -8.9% | -22.1% | +13.2% | -0.2% |
| 6M | +42.3% | -17.9% | +60.2% | +51.7% |
| YTD | +25.6% | -31.3% | +56.9% | +42.1% |
| 1Y | +39.5% | -24.0% | +63.5% | +51.3% |
| 3Y | -15.3% | +45.0% | -60.2% | -34.6% |
| All | -48.1% | -23.0% | -25.1% | -44.2% |
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