+411.2%
DXCM vs CMS
+134.3%
+276.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -3.7% | +0.5% | -4.2% | -3.8% |
| 30D | -5.0% | +7.4% | -12.4% | -6.6% |
| 3M | -8.8% | +1.9% | -10.7% | -9.3% |
| 6M | +31.9% | -2.3% | +34.2% | +32.3% |
| YTD | +20.4% | +3.0% | +17.5% | +19.1% |
| 1Y | +45.7% | -2.8% | +48.5% | +46.3% |
| 3Y | -15.0% | +37.9% | -52.9% | -23.2% |
| 5Y | -48.5% | +34.0% | -82.4% | -53.3% |
| 10Y | +411.2% | +138.1% | +273.1% | +340.4% |
| All | +411.2% | +134.3% | +276.9% | +340.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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