+2,605.6%
DXCM vs CPB
+54.4%
+2,551.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -5.6% |
| 7D | -3.5% | +8.0% | -11.5% | -5.3% |
| 30D | -5.8% | +22.4% | -28.2% | -10.7% |
| 3M | -4.3% | +2.5% | -6.9% | -5.3% |
| 6M | +31.6% | +12.2% | +19.3% | +27.0% |
| YTD | +19.6% | -12.8% | +32.5% | +22.6% |
| 1Y | +36.9% | -19.2% | +56.0% | +42.8% |
| 3Y | -16.3% | -35.6% | +19.3% | -8.9% |
| 5Y | -50.0% | -31.4% | -18.6% | -47.4% |
| 10Y | +413.2% | -37.9% | +451.1% | +425.3% |
| All | +2,605.6% | +54.4% | +2,551.2% | +1,570.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling