+2,605.6%
DXCM vs CHD
+1,461.3%
+1,144.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.2% | -5.1% |
| 7D | -3.5% | +2.0% | -5.5% | -4.3% |
| 30D | -5.8% | +13.0% | -18.8% | -11.3% |
| 3M | -4.3% | +6.1% | -10.4% | -7.3% |
| 6M | +31.6% | +15.9% | +15.7% | +21.9% |
| YTD | +19.6% | +31.6% | -12.0% | +3.7% |
| 1Y | +36.9% | +28.5% | +8.4% | +19.8% |
| 3Y | -16.3% | +30.5% | -46.7% | -30.2% |
| 5Y | -50.0% | +30.7% | -80.7% | -59.3% |
| 10Y | +413.2% | +184.2% | +228.9% | +142.3% |
| All | +2,605.6% | +1,461.3% | +1,144.4% | +335.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling