+2,777.7%
DXCM vs CMS
+911.8%
+1,865.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | +5.7% | +1.7% | +4.0% | +4.9% |
| 30D | +1.3% | +8.6% | -7.3% | -2.9% |
| 3M | +2.2% | -0.5% | +2.7% | +2.1% |
| 6M | +42.0% | -4.2% | +46.2% | +44.0% |
| YTD | +27.3% | +3.4% | +23.8% | +23.8% |
| 1Y | +42.5% | +0.4% | +42.0% | +40.5% |
| 3Y | -13.3% | +38.2% | -51.6% | -29.2% |
| 5Y | -46.8% | +35.4% | -82.2% | -57.2% |
| 10Y | +445.8% | +131.7% | +314.1% | +185.6% |
| All | +2,777.7% | +911.8% | +1,865.9% | +339.0% |
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