-13.1%
DXCM vs COMP
-52.0%
+38.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +10.7% | -16.7% | -7.4% |
| 7D | -3.5% | +13.4% | -16.9% | -5.2% |
| 30D | -5.8% | +11.1% | -16.9% | -7.4% |
| 3M | -4.3% | -18.8% | +14.5% | -2.2% |
| 6M | +31.6% | +10.5% | +21.1% | +27.8% |
| YTD | +19.6% | -3.4% | +23.1% | +16.9% |
| 1Y | +36.9% | +19.7% | +17.2% | +29.7% |
| 3Y | -16.3% | +381.6% | -397.9% | -39.5% |
| 5Y | -50.0% | -17.6% | -32.4% | -53.4% |
| All | -13.1% | -52.0% | +38.9% | -13.7% |
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