-36.3%
DXCM vs COMP
-31.2%
-5.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.6% | -2.1% |
| 7D | -3.2% | +1.4% | -4.6% | -3.4% |
| 30D | +6.3% | -13.3% | +19.7% | +8.2% |
| 3M | +21.1% | +41.1% | -20.0% | +14.5% |
| 6M | +20.6% | +17.2% | +3.4% | +15.8% |
| YTD | +32.4% | +5.2% | +27.2% | +28.4% |
| 1Y | +8.8% | +18.9% | -10.1% | +3.2% |
| 3Y | -13.7% | +215.9% | -229.6% | -33.3% |
| All | -36.3% | -31.2% | -5.1% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling