-3.2%
DXCM vs COMP
-52.8%
+49.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +7.7% | -1.1% | +5.6% |
| 7D | +12.5% | +9.5% | +3.1% | +11.2% |
| 30D | +1.8% | +8.1% | -6.3% | +0.6% |
| 3M | +1.8% | -16.3% | +18.1% | +3.7% |
| 6M | +47.4% | +42.2% | +5.2% | +37.9% |
| YTD | +33.3% | -5.0% | +38.3% | +30.7% |
| 1Y | +44.6% | +20.1% | +24.5% | +37.2% |
| 3Y | -9.2% | +358.4% | -367.7% | -33.8% |
| 5Y | -43.8% | -21.9% | -21.9% | -47.1% |
| All | -3.2% | -52.8% | +49.6% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling