+270.1%
DXCM vs CNH
+165.6%
+104.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.1% | -3.0% |
| 7D | -3.2% | +23.3% | -26.5% | -8.2% |
| 30D | +6.3% | +33.5% | -27.1% | -1.3% |
| 3M | +21.1% | +32.7% | -11.6% | +12.2% |
| 6M | +20.6% | +22.2% | -1.6% | +13.4% |
| YTD | +32.4% | +57.7% | -25.3% | +16.2% |
| 1Y | +8.8% | +28.0% | -19.1% | +0.6% |
| 3Y | -13.7% | +11.5% | -25.3% | -19.4% |
| 5Y | -35.2% | +11.9% | -47.0% | -40.5% |
| All | +270.1% | +165.6% | +104.4% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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