-39.3%
DXCM vs CNC
+2.3%
-41.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -6.5% | -4.9% | -1.6% | -6.1% |
| 30D | -4.3% | -3.8% | -0.5% | -4.0% |
| 3M | +7.3% | -3.2% | +10.5% | +7.4% |
| 6M | +22.0% | +47.9% | -25.9% | +17.1% |
| YTD | +26.4% | +55.7% | -29.3% | +20.5% |
| 1Y | +7.0% | +106.2% | -99.3% | -0.9% |
| 3Y | -19.6% | -2.1% | -17.6% | -22.7% |
| 5Y | -39.3% | +3.4% | -42.7% | -36.0% |
| All | -39.3% | +2.3% | -41.6% | -36.0% |
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