+384.5%
DXCM vs CHD
+196.1%
+188.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +1.9% |
| 7D | +4.9% | +3.6% | +1.3% | +3.8% |
| 30D | -0.2% | +10.4% | -10.6% | -3.1% |
| 3M | -8.9% | +12.2% | -21.1% | -12.1% |
| 6M | +42.3% | +19.9% | +22.4% | +34.3% |
| YTD | +25.6% | +36.4% | -10.9% | +13.8% |
| 1Y | +39.5% | +35.1% | +4.4% | +26.7% |
| 3Y | -15.3% | +29.2% | -44.5% | -24.0% |
| 5Y | -48.4% | +33.4% | -81.8% | -54.9% |
| All | +384.5% | +196.1% | +188.5% | +226.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling