+257.0%
DXCM vs CNC
+99.9%
+157.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.3% | -2.1% |
| 7D | -5.5% | -0.9% | -4.6% | -5.4% |
| 30D | -8.6% | -1.0% | -7.6% | -8.4% |
| 3M | +10.3% | +4.5% | +5.8% | +8.9% |
| 6M | +25.2% | +85.2% | -60.0% | +8.3% |
| YTD | +25.1% | +61.4% | -36.3% | +10.7% |
| 1Y | +9.2% | +94.9% | -85.6% | -8.1% |
| 3Y | -22.6% | 0.0% | -22.6% | -29.1% |
| 5Y | -39.5% | +11.2% | -50.7% | -47.5% |
| All | +257.0% | +99.9% | +157.1% | +156.9% |
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