+36.5%
DXCM vs COMP
+6.6%
+30.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.5% |
| 7D | -3.6% | +8.9% | -12.5% | -4.7% |
| 30D | -4.3% | +14.0% | -18.3% | -5.9% |
| 3M | -10.4% | -21.1% | +10.8% | -8.4% |
| 6M | +33.1% | +20.1% | +13.0% | +26.5% |
| YTD | +22.6% | -5.0% | +27.6% | +15.9% |
| 1Y | +36.5% | +5.7% | +30.9% | +24.8% |
| All | +36.5% | +6.6% | +30.0% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling