+39.5%
DXCM vs CTVA
-4.9%
+44.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +2.6% |
| 7D | +4.9% | -20.8% | +25.7% | +2.9% |
| 30D | -0.2% | -29.6% | +29.5% | -4.5% |
| 3M | -8.9% | -16.9% | +8.0% | -8.6% |
| 6M | +42.3% | -24.3% | +66.5% | +37.5% |
| YTD | +25.6% | -5.6% | +31.2% | +14.2% |
| 1Y | +39.5% | -4.2% | +43.7% | +26.4% |
| All | +39.5% | -4.9% | +44.4% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling