+404.2%
DXCM vs CPB
-38.3%
+442.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -5.8% |
| 7D | -3.5% | +8.0% | -11.5% | -4.3% |
| 30D | -5.8% | +22.4% | -28.2% | -8.0% |
| 3M | -4.3% | +2.5% | -6.9% | -4.8% |
| 6M | +31.6% | +12.2% | +19.3% | +29.6% |
| YTD | +19.6% | -12.8% | +32.5% | +20.9% |
| 1Y | +36.9% | -19.2% | +56.0% | +39.3% |
| 3Y | -16.3% | -35.6% | +19.3% | -13.3% |
| 5Y | -50.0% | -31.4% | -18.6% | -48.3% |
| All | +404.2% | -38.3% | +442.5% | +430.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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