+2,777.7%
DXCM vs CL
+507.7%
+2,269.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.5% | -4.5% |
| 7D | +5.7% | +5.9% | -0.3% | +3.0% |
| 30D | +1.3% | +13.8% | -12.5% | -4.7% |
| 3M | +2.2% | +6.4% | -4.2% | -0.9% |
| 6M | +42.0% | +15.6% | +26.4% | +31.9% |
| YTD | +27.3% | +27.9% | -0.6% | +12.1% |
| 1Y | +42.5% | +31.4% | +11.1% | +23.5% |
| 3Y | -13.3% | +41.4% | -54.7% | -30.9% |
| 5Y | -46.8% | +42.8% | -89.6% | -58.3% |
| 10Y | +445.8% | +79.7% | +366.1% | +252.3% |
| All | +2,777.7% | +507.7% | +2,269.9% | +717.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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