-11.3%
DXCM vs COMP
-49.2%
+37.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.7% | -3.6% | +1.3% |
| 7D | -4.4% | +14.5% | -18.9% | -6.2% |
| 30D | -3.6% | +14.9% | -18.5% | -5.7% |
| 3M | -4.3% | -14.2% | +9.9% | -2.9% |
| 6M | +33.8% | +23.7% | +10.0% | +28.0% |
| YTD | +22.1% | +2.1% | +20.1% | +18.4% |
| 1Y | +47.4% | +26.2% | +21.2% | +38.7% |
| 3Y | -12.3% | +470.9% | -483.2% | -38.2% |
| 5Y | -49.1% | -14.0% | -35.1% | -52.8% |
| All | -11.3% | -49.2% | +37.9% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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