-49.1%
DXCM vs CTVA
+82.6%
-131.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +1.8% |
| 7D | -4.4% | +1.6% | -5.9% | -4.6% |
| 30D | -3.6% | -8.5% | +4.9% | -2.1% |
| 3M | -4.3% | +5.3% | -9.6% | -5.9% |
| 6M | +33.8% | -0.1% | +33.8% | +31.3% |
| YTD | +22.1% | +21.2% | +0.9% | +13.0% |
| 1Y | +47.4% | +27.0% | +20.4% | +34.5% |
| 3Y | -12.3% | +87.2% | -99.5% | -31.0% |
| 5Y | -49.1% | +77.9% | -127.0% | -61.6% |
| All | -49.1% | +82.6% | -131.7% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling