+8.4%
DXCM vs CRL
+72.1%
-63.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.2% | -3.4% |
| 7D | -6.2% | -0.6% | -5.7% | -6.1% |
| 30D | -0.3% | +5.0% | -5.2% | -1.0% |
| 3M | +10.3% | +50.6% | -40.3% | +2.2% |
| 6M | +24.1% | +60.9% | -36.8% | +13.1% |
| YTD | +27.4% | +40.7% | -13.4% | +18.3% |
| 1Y | +8.4% | +73.3% | -64.9% | -3.2% |
| All | +8.4% | +72.1% | -63.7% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CRL 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling