+2,903.0%
COST vs DXCM
+2,810.6%
+92.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.8% |
| 7D | -3.1% | -3.2% | +0.1% | -2.8% |
| 30D | -2.8% | +6.3% | -9.1% | -3.5% |
| 3M | -5.7% | +21.1% | -26.8% | -7.9% |
| 6M | -8.8% | +20.6% | -29.3% | -11.1% |
| YTD | +6.7% | +32.4% | -25.8% | +2.7% |
| 1Y | -3.6% | +8.8% | -12.5% | -5.4% |
| 3Y | +75.1% | -13.7% | +88.8% | +70.7% |
| 5Y | +108.9% | -35.2% | +144.1% | +106.7% |
| 10Y | +586.2% | +281.8% | +304.4% | +427.2% |
| All | +2,903.0% | +2,810.6% | +92.4% | +1,329.5% |
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