+591.2%
COP vs DXCM
+2,529.5%
-1,938.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +1.4% |
| 7D | -11.5% | -3.5% | -8.0% | -11.3% |
| 30D | +5.0% | -5.8% | +10.8% | +5.5% |
| 3M | +17.5% | -4.3% | +21.8% | +17.8% |
| 6M | +16.2% | +31.6% | -15.3% | +11.5% |
| YTD | +48.8% | +19.6% | +29.1% | +43.8% |
| 1Y | +64.1% | +36.9% | +27.2% | +55.7% |
| 3Y | +25.7% | -16.3% | +41.9% | +22.2% |
| 5Y | +114.4% | -50.0% | +164.4% | +117.1% |
| 10Y | +331.7% | +413.2% | -81.5% | +197.1% |
| All | +591.2% | +2,529.5% | -1,938.3% | +193.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling