+36.5%
DXCM vs CMS
-4.6%
+41.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | -3.6% | -1.3% | -2.4% | -3.6% |
| 30D | -4.3% | +5.3% | -9.6% | -4.0% |
| 3M | -10.4% | -0.3% | -10.0% | -10.0% |
| 6M | +33.1% | -4.0% | +37.2% | +34.8% |
| YTD | +22.6% | +2.1% | +20.5% | +27.1% |
| 1Y | +36.5% | -4.7% | +41.3% | +43.7% |
| All | +36.5% | -4.6% | +41.1% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling