+2,894.9%
DXCM vs CLX
+166.7%
+2,728.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | -3.2% | -9.2% | +6.0% | +0.5% |
| 30D | +6.3% | -11.0% | +17.4% | +11.3% |
| 3M | +21.1% | +5.0% | +16.1% | +18.3% |
| 6M | +20.6% | -18.8% | +39.4% | +29.7% |
| YTD | +32.4% | -4.4% | +36.8% | +32.7% |
| 1Y | +8.8% | -21.9% | +30.7% | +18.3% |
| 3Y | -13.7% | -32.8% | +19.0% | -2.5% |
| 5Y | -35.2% | -34.6% | -0.6% | -28.3% |
| 10Y | +281.8% | -4.7% | +286.5% | +200.9% |
| All | +2,894.9% | +166.7% | +2,728.2% | +902.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling