+2,894.9%
DXCM vs CHD
+1,307.3%
+1,587.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | -2.7% | -0.5% | -1.9% |
| 30D | +6.3% | -4.6% | +11.0% | +8.7% |
| 3M | +21.1% | +5.0% | +16.1% | +17.9% |
| 6M | +20.6% | -3.2% | +23.8% | +22.0% |
| YTD | +32.4% | +18.6% | +13.8% | +20.9% |
| 1Y | +8.8% | +4.8% | +4.0% | +4.6% |
| 3Y | -13.7% | +6.1% | -19.9% | -20.3% |
| 5Y | -35.2% | +24.0% | -59.1% | -46.0% |
| 10Y | +281.8% | +124.5% | +157.3% | +107.7% |
| All | +2,894.9% | +1,307.3% | +1,587.6% | +406.8% |
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