+2,894.9%
DXCM vs CMS
+880.0%
+2,014.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -3.2% | +0.4% | -3.6% | -3.4% |
| 30D | +6.3% | -3.6% | +9.9% | +8.2% |
| 3M | +21.1% | -1.9% | +23.0% | +21.8% |
| 6M | +20.6% | -11.0% | +31.5% | +27.1% |
| YTD | +32.4% | +0.2% | +32.2% | +31.2% |
| 1Y | +8.8% | -1.3% | +10.2% | +8.2% |
| 3Y | -13.7% | +35.9% | -49.7% | -29.3% |
| 5Y | -35.2% | +23.1% | -58.3% | -45.0% |
| 10Y | +281.8% | +117.9% | +163.9% | +107.8% |
| All | +2,894.9% | +880.0% | +2,014.9% | +365.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling