-48.1%
DXCM vs CP
+25.5%
-73.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | +4.9% | +2.1% | +2.8% | +3.9% |
| 30D | -0.2% | +9.3% | -9.5% | -4.0% |
| 3M | -8.9% | +0.5% | -9.4% | -9.2% |
| 6M | +42.3% | +10.4% | +31.9% | +35.7% |
| YTD | +25.6% | +28.7% | -3.1% | +11.2% |
| 1Y | +39.5% | +33.2% | +6.4% | +21.5% |
| 3Y | -15.3% | +38.4% | -53.7% | -30.8% |
| All | -48.1% | +25.5% | -73.6% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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