-36.1%
DXCM vs CTVA
+109.0%
-145.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.8% |
| 7D | -3.2% | +4.9% | -8.2% | -4.2% |
| 30D | +6.3% | +11.9% | -5.6% | +3.9% |
| 3M | +21.1% | +13.7% | +7.4% | +16.4% |
| 6M | +20.6% | +13.1% | +7.4% | +15.5% |
| YTD | +32.4% | +32.0% | +0.5% | +21.4% |
| 1Y | +8.8% | +22.1% | -13.2% | +1.7% |
| 3Y | -13.7% | +77.5% | -91.2% | -28.9% |
| All | -36.1% | +109.0% | -145.1% | -49.9% |
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