+3,073.2%
DXCM vs CG
+281.3%
+2,791.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.7% |
| 7D | -3.5% | -1.2% | -2.3% | -3.0% |
| 30D | -5.8% | +5.0% | -10.8% | -7.5% |
| 3M | -4.3% | -18.2% | +13.9% | +2.3% |
| 6M | +31.6% | -20.7% | +52.3% | +41.4% |
| YTD | +19.6% | -31.4% | +51.1% | +34.2% |
| 1Y | +36.9% | -22.3% | +59.1% | +46.6% |
| 3Y | -16.3% | +50.2% | -66.4% | -32.4% |
| 5Y | -50.0% | -22.1% | -28.0% | -50.5% |
| 10Y | +413.2% | +295.5% | +117.6% | +190.2% |
| All | +3,073.2% | +281.3% | +2,791.9% | +1,722.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling