+39.5%
DXCM vs COO
-12.3%
+51.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.1% |
| 7D | +4.9% | +0.5% | +4.5% | +4.7% |
| 30D | -0.2% | +14.2% | -14.3% | -5.0% |
| 3M | -8.9% | -18.2% | +9.3% | +0.3% |
| 6M | +42.3% | +5.3% | +36.9% | +36.1% |
| YTD | +25.6% | -23.6% | +49.1% | +42.6% |
| 1Y | +39.5% | -12.7% | +52.2% | +54.0% |
| All | +39.5% | -12.3% | +51.8% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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