-48.1%
DXCM vs CPAY
+89.5%
-137.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +1.8% |
| 7D | +4.9% | +1.6% | +3.4% | +4.2% |
| 30D | -0.2% | +17.6% | -17.8% | -7.4% |
| 3M | -8.9% | +8.7% | -17.6% | -12.6% |
| 6M | +42.3% | +39.5% | +2.7% | +21.7% |
| YTD | +25.6% | +53.6% | -28.0% | +0.7% |
| 1Y | +39.5% | +63.3% | -23.7% | +8.4% |
| 3Y | -15.3% | +101.7% | -117.0% | -44.9% |
| All | -48.1% | +89.5% | -137.6% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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