+270.1%
DXCM vs CPB
-47.3%
+317.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.6% |
| 7D | -3.2% | -8.6% | +5.4% | -2.2% |
| 30D | +6.3% | -7.2% | +13.6% | +7.3% |
| 3M | +21.1% | +0.9% | +20.2% | +20.9% |
| 6M | +20.6% | -11.8% | +32.4% | +22.1% |
| YTD | +32.4% | -19.4% | +51.8% | +35.3% |
| 1Y | +8.8% | -30.4% | +39.2% | +13.0% |
| 3Y | -13.7% | -40.2% | +26.4% | -9.6% |
| 5Y | -35.2% | -39.5% | +4.3% | -31.9% |
| All | +270.1% | -47.3% | +317.4% | +286.6% |
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