+1,145.9%
DXCM vs CNH
+64.7%
+1,081.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.1% | -3.0% |
| 7D | -3.2% | +23.3% | -26.5% | -8.1% |
| 30D | +6.3% | +33.5% | -27.1% | -1.1% |
| 3M | +21.1% | +32.7% | -11.6% | +12.4% |
| 6M | +20.6% | +22.2% | -1.6% | +13.5% |
| YTD | +32.4% | +57.7% | -25.3% | +16.7% |
| 1Y | +8.8% | +28.0% | -19.1% | +0.8% |
| 3Y | -13.7% | +11.5% | -25.3% | -19.3% |
| 5Y | -35.2% | +11.9% | -47.0% | -40.3% |
| 10Y | +281.8% | +162.8% | +119.0% | +172.2% |
| All | +1,145.9% | +64.7% | +1,081.3% | +819.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling