+4,386.6%
DXCM vs CVE
+62.8%
+4,323.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.7% | -1.8% | -4.1% |
| 7D | +5.7% | -14.1% | +19.7% | +8.2% |
| 30D | +1.3% | -11.6% | +12.9% | +3.1% |
| 3M | +2.2% | 0.0% | +2.1% | +1.7% |
| 6M | +42.0% | -8.4% | +50.4% | +42.9% |
| YTD | +27.3% | +65.9% | -38.7% | +14.3% |
| 1Y | +42.5% | +69.4% | -26.9% | +27.3% |
| 3Y | -13.3% | +55.9% | -69.3% | -23.0% |
| 5Y | -46.8% | +146.2% | -193.0% | -58.0% |
| 10Y | +445.8% | +140.6% | +305.2% | +276.5% |
| All | +4,386.6% | +62.8% | +4,323.8% | +3,121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 all: compounded portfolio wealth divided by compounded CVE 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…
all analysis · Full analysis span regression · 6 months rolling