-16.3%
DXCM vs COO
-25.3%
+9.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.2% | -5.3% |
| 7D | -3.5% | +4.7% | -8.2% | -5.0% |
| 30D | -5.8% | +13.9% | -19.7% | -10.2% |
| 3M | -4.3% | -14.9% | +10.6% | +1.4% |
| 6M | +31.6% | +2.0% | +29.5% | +29.2% |
| YTD | +19.6% | -23.9% | +43.6% | +31.9% |
| 1Y | +36.9% | -9.6% | +46.5% | +41.3% |
| 3Y | -16.3% | -25.4% | +9.2% | -10.9% |
| All | -16.3% | -25.3% | +9.1% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling