+2,894.9%
DXCM vs CSGP
+766.8%
+2,128.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -0.8% |
| 7D | -3.2% | -4.1% | +0.9% | -1.1% |
| 30D | +6.3% | +2.3% | +4.0% | +4.4% |
| 3M | +21.1% | -8.2% | +29.3% | +24.7% |
| 6M | +20.6% | -35.1% | +55.6% | +47.6% |
| YTD | +32.4% | -54.0% | +86.5% | +90.0% |
| 1Y | +8.8% | -65.3% | +74.1% | +80.6% |
| 3Y | -13.7% | -62.6% | +48.8% | +30.7% |
| 5Y | -35.2% | -64.8% | +29.6% | -1.7% |
| 10Y | +281.8% | +45.1% | +236.7% | +154.1% |
| All | +2,894.9% | +766.8% | +2,128.1% | +626.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling