-19.0%
DXCM vs CTVA
+78.5%
-97.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -3.7% |
| 7D | -6.2% | -2.1% | -4.1% | -6.1% |
| 30D | -0.3% | +12.0% | -12.3% | -1.1% |
| 3M | +10.3% | +13.5% | -3.2% | +7.8% |
| 6M | +24.1% | +12.1% | +12.0% | +20.9% |
| YTD | +27.4% | +29.0% | -1.6% | +20.8% |
| 1Y | +8.4% | +18.9% | -10.5% | +4.1% |
| 3Y | -19.0% | +78.9% | -97.9% | -27.5% |
| All | -19.0% | +78.5% | -97.5% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling