+260.9%
DXCM vs CHD
+123.8%
+137.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.3% |
| 7D | -6.5% | -4.2% | -2.3% | -5.2% |
| 30D | -4.3% | -7.6% | +3.3% | -2.0% |
| 3M | +7.3% | -1.6% | +8.9% | +7.7% |
| 6M | +22.0% | -6.3% | +28.3% | +24.2% |
| YTD | +26.4% | +14.6% | +11.8% | +20.8% |
| 1Y | +7.0% | +1.6% | +5.4% | +5.9% |
| 3Y | -19.6% | +3.1% | -22.8% | -22.6% |
| 5Y | -39.3% | +21.1% | -60.4% | -45.7% |
| 10Y | +260.9% | +128.6% | +132.3% | +160.4% |
| All | +260.9% | +123.8% | +137.1% | +160.4% |
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