-18.3%
DXCM vs CPB
-36.4%
+18.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.7% |
| 7D | -9.2% | -4.1% | -5.1% | -8.7% |
| 30D | -6.5% | +16.9% | -23.4% | -8.2% |
| 3M | -10.3% | -0.6% | -9.7% | -10.3% |
| 6M | +35.4% | +11.4% | +24.1% | +33.9% |
| YTD | +21.1% | -14.8% | +35.9% | +22.3% |
| 1Y | +38.2% | -24.8% | +63.0% | +41.3% |
| All | -18.3% | -36.4% | +18.1% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling