+39.5%
DXCM vs CHD
+33.2%
+6.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +2.0% |
| 7D | +4.9% | +3.4% | +1.6% | +3.7% |
| 30D | -0.2% | +10.1% | -10.3% | -2.9% |
| 3M | -8.9% | +11.9% | -20.8% | -11.9% |
| 6M | +42.3% | +19.6% | +22.7% | +34.7% |
| YTD | +25.6% | +36.0% | -10.5% | +22.9% |
| 1Y | +39.5% | +34.8% | +4.8% | +36.5% |
| All | +39.5% | +33.2% | +6.4% | +36.5% |
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 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