-48.1%
DXCM vs CMS
+36.3%
-84.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.0% |
| 7D | +4.9% | +1.7% | +3.2% | +4.5% |
| 30D | -0.2% | +6.2% | -6.4% | -1.5% |
| 3M | -8.9% | +0.6% | -9.5% | -9.0% |
| 6M | +42.3% | -1.8% | +44.0% | +42.7% |
| YTD | +25.6% | +3.8% | +21.7% | +24.1% |
| 1Y | +39.5% | -1.8% | +41.3% | +39.9% |
| 3Y | -15.3% | +39.8% | -55.1% | -25.0% |
| All | -48.1% | +36.3% | -84.4% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling