+411.2%
DXCM vs CHD
+180.1%
+231.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -3.7% | +2.4% | -6.1% | -4.3% |
| 30D | -5.0% | +13.9% | -18.9% | -8.7% |
| 3M | -8.8% | +8.5% | -17.3% | -11.2% |
| 6M | +31.9% | +20.4% | +11.5% | +24.3% |
| YTD | +20.4% | +34.5% | -14.1% | +9.5% |
| 1Y | +45.7% | +33.8% | +12.0% | +32.7% |
| 3Y | -15.0% | +29.1% | -44.2% | -23.9% |
| 5Y | -48.5% | +31.2% | -79.7% | -54.8% |
| 10Y | +411.2% | +193.1% | +218.1% | +235.1% |
| All | +411.2% | +180.1% | +231.1% | +235.1% |
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