-7.6%
DXCM vs COMP
-56.6%
+49.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -8.2% | +3.6% | -3.4% |
| 7D | +5.7% | -1.8% | +7.5% | +5.9% |
| 30D | +1.3% | -0.8% | +2.0% | +1.2% |
| 3M | +2.2% | -28.1% | +30.3% | +6.3% |
| 6M | +42.0% | +27.0% | +15.0% | +34.9% |
| YTD | +27.3% | -12.8% | +40.0% | +26.2% |
| 1Y | +42.5% | +4.9% | +37.6% | +37.7% |
| 3Y | -13.3% | +321.0% | -334.3% | -36.1% |
| 5Y | -46.8% | -25.6% | -21.3% | -49.7% |
| All | -7.6% | -56.6% | +49.0% | -6.8% |
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 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