+16.2%
COP vs DXCM
+33.0%
-16.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +0.6% |
| 7D | -11.5% | -3.5% | -8.0% | -11.5% |
| 30D | +5.0% | -5.8% | +10.8% | +5.0% |
| 3M | +17.5% | -4.3% | +21.8% | +17.3% |
| 6M | +16.2% | +31.6% | -15.3% | +13.6% |
| All | +16.2% | +33.0% | -16.8% | +13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling