+132.2%
COP vs DXCM
-48.7%
+180.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.5% |
| 7D | +4.4% | +4.9% | -0.5% | +4.2% |
| 30D | 0.0% | -0.2% | +0.1% | -0.1% |
| 3M | +15.0% | -8.9% | +23.9% | +15.4% |
| 6M | +22.0% | +42.3% | -20.3% | +19.7% |
| YTD | +55.3% | +25.6% | +29.8% | +53.1% |
| 1Y | +64.1% | +39.5% | +24.6% | +60.8% |
| 3Y | +34.1% | -15.3% | +49.3% | +32.0% |
| All | +132.2% | -48.7% | +180.9% | +136.4% |
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