-49.6%
DXCM vs CNC
-7.2%
-42.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -3.6% | -5.3% | +1.6% | -3.1% |
| 30D | -4.3% | +2.0% | -6.4% | -4.5% |
| 3M | -10.4% | +4.8% | -15.1% | -10.8% |
| 6M | +33.1% | +18.5% | +14.6% | +30.7% |
| YTD | +22.6% | +70.8% | -48.1% | +15.4% |
| 1Y | +36.5% | +94.1% | -57.6% | +26.8% |
| 3Y | -13.5% | -2.2% | -11.2% | -14.9% |
| 5Y | -49.6% | -7.4% | -42.3% | -49.6% |
| All | -49.6% | -7.2% | -42.4% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling