-50.1%
DXCM vs CLX
-26.4%
-23.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.3% | -6.2% | -6.0% |
| 7D | -3.5% | +13.6% | -17.1% | -6.1% |
| 30D | -5.8% | +23.4% | -29.2% | -9.9% |
| 3M | -4.3% | -2.8% | -1.5% | -3.9% |
| 6M | +31.6% | +14.0% | +17.6% | +27.6% |
| YTD | +19.6% | +4.2% | +15.5% | +17.8% |
| 1Y | +36.9% | -1.2% | +38.0% | +36.1% |
| 3Y | -16.3% | -12.7% | -3.6% | -15.9% |
| All | -50.1% | -26.4% | -23.7% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling