+436.3%
DXCM vs CSGP
+71.3%
+364.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.8% |
| 7D | +5.7% | +13.9% | -8.2% | -0.5% |
| 30D | +1.3% | +16.0% | -14.7% | -7.0% |
| 3M | +2.2% | +6.1% | -3.9% | -3.0% |
| 6M | +42.0% | -8.2% | +50.2% | +43.4% |
| YTD | +27.3% | -52.3% | +79.6% | +73.6% |
| 1Y | +42.5% | -54.5% | +97.0% | +98.6% |
| 3Y | -13.3% | -58.6% | +45.2% | +20.6% |
| 5Y | -46.8% | -61.5% | +14.7% | -25.7% |
| All | +436.3% | +71.3% | +364.9% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling