-10.9%
DXCM vs COMP
-52.8%
+41.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.6% |
| 7D | -3.6% | +8.9% | -12.5% | -4.9% |
| 30D | -4.3% | +14.0% | -18.3% | -6.3% |
| 3M | -10.4% | -21.1% | +10.8% | -8.1% |
| 6M | +33.1% | +20.1% | +13.0% | +27.9% |
| YTD | +22.6% | -5.0% | +27.6% | +20.0% |
| 1Y | +36.5% | +5.7% | +30.9% | +31.6% |
| 3Y | -13.5% | +412.2% | -425.7% | -38.1% |
| 5Y | -49.6% | -12.1% | -37.6% | -53.6% |
| All | -10.9% | -52.8% | +41.8% | -11.4% |
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