+7.0%
DXCM vs CHD
+2.2%
+4.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -6.5% | -4.2% | -2.3% | -6.2% |
| 30D | -4.3% | -7.6% | +3.3% | -3.9% |
| 3M | +7.3% | -1.6% | +8.9% | +7.4% |
| 6M | +22.0% | -6.3% | +28.3% | +19.9% |
| YTD | +26.4% | +14.6% | +11.8% | +36.1% |
| 1Y | +7.0% | +1.6% | +5.4% | +21.7% |
| All | +7.0% | +2.2% | +4.8% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling