+384.5%
DXCM vs CNC
+177.3%
+207.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.1% |
| 7D | +4.9% | +2.2% | +2.7% | +4.4% |
| 30D | -0.2% | +1.6% | -1.7% | -0.6% |
| 3M | -8.9% | +7.9% | -16.8% | -10.6% |
| 6M | +42.3% | +21.2% | +21.1% | +35.7% |
| YTD | +25.6% | +73.2% | -47.6% | +9.1% |
| 1Y | +39.5% | +97.5% | -57.9% | +17.5% |
| 3Y | -15.3% | -1.2% | -14.1% | -21.3% |
| 5Y | -48.4% | -6.1% | -42.4% | -52.0% |
| All | +384.5% | +177.3% | +207.2% | +190.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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