+36.9%
DXCM vs CPB
-19.1%
+56.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -5.8% |
| 7D | -3.5% | +8.0% | -11.5% | -4.6% |
| 30D | -5.8% | +22.4% | -28.2% | -8.4% |
| 3M | -4.3% | +2.5% | -6.9% | -4.9% |
| 6M | +31.6% | +12.2% | +19.3% | +30.1% |
| YTD | +19.6% | -12.8% | +32.5% | +19.8% |
| 1Y | +36.9% | -19.2% | +56.0% | +36.8% |
| All | +36.9% | -19.1% | +56.0% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling