+260.9%
DXCM vs CLX
-3.8%
+264.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.3% |
| 7D | -6.5% | -4.9% | -1.5% | -5.4% |
| 30D | -4.3% | -15.8% | +11.5% | -0.8% |
| 3M | +7.3% | -7.9% | +15.2% | +9.0% |
| 6M | +22.0% | -19.0% | +41.1% | +27.0% |
| YTD | +26.4% | -7.9% | +34.3% | +27.8% |
| 1Y | +7.0% | -25.4% | +32.4% | +13.1% |
| 3Y | -19.6% | -35.0% | +15.4% | -13.3% |
| 5Y | -39.3% | -36.8% | -2.5% | -35.3% |
| 10Y | +260.9% | -1.4% | +262.4% | +213.6% |
| All | +260.9% | -3.8% | +264.8% | +213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling