+11.9%
COST vs DXCM
+44.8%
-32.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.6% | -4.0% | +2.1% |
| 7D | +6.6% | +12.5% | -5.9% | +5.8% |
| 30D | +13.5% | +1.8% | +11.7% | +13.2% |
| 3M | +10.6% | +1.8% | +8.8% | +10.2% |
| 6M | +3.6% | +47.4% | -43.7% | +0.4% |
| YTD | +22.1% | +33.3% | -11.2% | +17.8% |
| 1Y | +11.9% | +44.6% | -32.7% | +8.1% |
| All | +11.9% | +44.8% | -32.9% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling