+325.1%
COP vs DXCM
+256.6%
+68.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.0% |
| 7D | -0.8% | -6.2% | +5.4% | -0.2% |
| 30D | +15.6% | -0.3% | +15.8% | +15.6% |
| 3M | +14.3% | +10.3% | +4.0% | +13.0% |
| 6M | +17.0% | +24.1% | -7.1% | +13.9% |
| YTD | +47.4% | +27.4% | +20.1% | +42.9% |
| 1Y | +52.4% | +8.4% | +44.0% | +49.9% |
| 3Y | +20.8% | -19.0% | +39.8% | +18.5% |
| 5Y | +191.7% | -38.6% | +230.3% | +188.7% |
| 10Y | +325.1% | +252.9% | +72.1% | +231.6% |
| All | +325.1% | +256.6% | +68.4% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 10y: compounded portfolio wealth divided by compounded DXCM 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…
10y analysis · Full analysis span regression · 6 months rolling