+9.2%
DXCM vs CHYM
+42.5%
-33.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | -5.5% | -2.3% | -3.3% | -5.3% |
| 30D | -8.6% | +4.4% | -13.0% | -9.2% |
| 3M | +10.3% | +91.3% | -81.0% | +0.5% |
| 6M | +25.2% | +44.0% | -18.8% | +17.2% |
| YTD | +25.1% | +31.1% | -6.0% | +17.3% |
| 1Y | +9.2% | +37.8% | -28.6% | +3.9% |
| All | +9.2% | +42.5% | -33.3% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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