+2,894.9%
DXCM vs CPB
+42.8%
+2,852.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.1% |
| 7D | -3.2% | -8.6% | +5.4% | -1.0% |
| 30D | +6.3% | -7.2% | +13.6% | +8.3% |
| 3M | +21.1% | +0.9% | +20.2% | +20.5% |
| 6M | +20.6% | -11.8% | +32.4% | +23.8% |
| YTD | +32.4% | -19.4% | +51.8% | +38.8% |
| 1Y | +8.8% | -30.4% | +39.2% | +18.2% |
| 3Y | -13.7% | -40.2% | +26.4% | -4.4% |
| 5Y | -35.2% | -39.5% | +4.3% | -29.3% |
| 10Y | +281.8% | -47.4% | +329.2% | +317.5% |
| All | +2,894.9% | +42.8% | +2,852.1% | +1,791.8% |
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