+20.0%
COP vs DXCM
-13.8%
+33.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.0% |
| 7D | +3.0% | -3.2% | +6.2% | +3.1% |
| 30D | +17.5% | +6.3% | +11.1% | +17.3% |
| 3M | +13.4% | +21.1% | -7.7% | +12.8% |
| 6M | +17.7% | +20.6% | -2.8% | +17.3% |
| YTD | +46.6% | +32.4% | +14.1% | +45.5% |
| 1Y | +44.6% | +8.8% | +35.8% | +44.5% |
| All | +20.0% | -13.8% | +33.8% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling