+113.0%
COP vs DXCM
-50.2%
+163.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +0.9% |
| 7D | -11.5% | -3.5% | -8.0% | -11.4% |
| 30D | +5.0% | -5.8% | +10.8% | +5.2% |
| 3M | +17.5% | -4.3% | +21.8% | +17.6% |
| 6M | +16.2% | +31.6% | -15.3% | +14.4% |
| YTD | +48.8% | +19.6% | +29.1% | +47.0% |
| 1Y | +64.1% | +36.9% | +27.2% | +60.7% |
| 3Y | +25.7% | -16.3% | +41.9% | +23.6% |
| All | +113.0% | -50.2% | +163.2% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling