-36.3%
DXCM vs CPB
-39.5%
+3.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.2% |
| 3M | +21.1% | +0.9% | +20.2% | +21.0% |
| 6M | +20.6% | -11.8% | +32.4% | +22.0% |
| YTD | +32.4% | -19.4% | +51.8% | +35.1% |
| 1Y | +8.8% | -30.4% | +39.2% | +12.7% |
| 3Y | -13.7% | -40.2% | +26.4% | -10.3% |
| All | -36.3% | -39.5% | +3.2% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling