+182.0%
DXCM vs CTVA
+211.9%
-29.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.5% |
| 7D | -6.5% | -5.8% | -0.7% | -5.3% |
| 30D | -4.3% | +11.1% | -15.4% | -6.4% |
| 3M | +7.3% | +13.2% | -5.9% | +3.4% |
| 6M | +22.0% | +8.7% | +13.3% | +18.3% |
| YTD | +26.4% | +27.3% | -0.9% | +17.8% |
| 1Y | +7.0% | +18.0% | -11.0% | +1.3% |
| 3Y | -19.6% | +76.5% | -96.1% | -32.3% |
| 5Y | -39.3% | +105.1% | -144.4% | -50.6% |
| All | +182.0% | +211.9% | -29.8% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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