+106.1%
COST vs DXCM
-37.5%
+143.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.1% |
| 7D | -3.2% | -6.2% | +3.1% | -2.3% |
| 30D | -4.0% | -0.3% | -3.7% | -4.0% |
| 3M | -6.5% | +10.3% | -16.8% | -7.9% |
| 6M | -8.5% | +24.1% | -32.7% | -11.6% |
| YTD | +6.0% | +27.4% | -21.3% | +1.9% |
| 1Y | -5.8% | +8.4% | -14.2% | -7.7% |
| 3Y | +71.8% | -19.0% | +90.8% | +67.2% |
| All | +106.1% | -37.5% | +143.7% | +97.0% |
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