-36.3%
DXCM vs CHD
+23.9%
-60.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | -2.7% | -0.5% | -2.6% |
| 30D | +6.3% | -4.6% | +11.0% | +7.5% |
| 3M | +21.1% | +5.0% | +16.1% | +19.5% |
| 6M | +20.6% | -3.2% | +23.8% | +21.2% |
| YTD | +32.4% | +18.6% | +13.8% | +27.0% |
| 1Y | +8.8% | +4.8% | +4.0% | +8.1% |
| 3Y | -13.7% | +6.1% | -19.9% | -17.2% |
| All | -36.3% | +23.9% | -60.1% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling