+606.1%
COST vs DXCM
+260.4%
+345.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | +0.5% |
| 7D | -1.2% | -5.5% | +4.3% | -0.6% |
| 30D | -4.7% | -8.6% | +3.8% | -3.8% |
| 3M | -7.1% | +10.3% | -17.5% | -8.3% |
| 6M | -8.5% | +25.2% | -33.8% | -11.2% |
| YTD | +5.4% | +25.1% | -19.7% | +2.2% |
| 1Y | -5.6% | +9.2% | -14.9% | -7.4% |
| 3Y | +68.5% | -22.6% | +91.1% | +66.3% |
| 5Y | +105.2% | -39.5% | +144.8% | +102.9% |
| All | +606.1% | +260.4% | +345.7% | +517.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling