+404.2%
DXCM vs CMS
+127.3%
+276.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -5.7% |
| 7D | -3.5% | -0.5% | -3.0% | -3.3% |
| 30D | -5.8% | +7.2% | -13.0% | -7.4% |
| 3M | -4.3% | -1.3% | -3.1% | -4.1% |
| 6M | +31.6% | -4.3% | +35.9% | +32.7% |
| YTD | +19.6% | +2.1% | +17.6% | +18.6% |
| 1Y | +36.9% | -0.6% | +37.5% | +36.5% |
| 3Y | -16.3% | +38.0% | -54.3% | -24.4% |
| 5Y | -50.0% | +33.6% | -83.6% | -54.6% |
| All | +404.2% | +127.3% | +276.9% | +338.9% |
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