+298.3%
COP vs DXCM
+421.6%
-123.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.5% |
| 7D | -8.4% | -4.4% | -4.1% | -8.1% |
| 30D | +0.3% | -3.6% | +3.9% | +0.5% |
| 3M | +15.1% | -4.3% | +19.4% | +15.4% |
| 6M | +19.8% | +33.8% | -14.0% | +15.6% |
| YTD | +46.8% | +22.1% | +24.7% | +42.5% |
| 1Y | +59.7% | +47.4% | +12.3% | +51.8% |
| 3Y | +28.7% | -12.3% | +41.0% | +24.8% |
| 5Y | +110.7% | -49.1% | +159.8% | +114.1% |
| 10Y | +298.3% | +423.1% | -124.8% | +215.9% |
| All | +298.3% | +421.6% | -123.3% | +215.9% |
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