-49.6%
DXCM vs COO
-39.4%
-10.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.9% |
| 7D | -3.6% | -2.1% | -1.6% | -2.5% |
| 30D | -4.3% | +13.9% | -18.2% | -10.8% |
| 3M | -10.4% | -18.9% | +8.6% | -0.3% |
| 6M | +33.1% | +3.7% | +29.4% | +27.7% |
| YTD | +22.6% | -24.1% | +46.8% | +41.1% |
| 1Y | +36.5% | -14.2% | +50.7% | +45.8% |
| 3Y | -13.5% | -24.5% | +11.0% | -7.8% |
| 5Y | -49.6% | -40.4% | -9.2% | -35.3% |
| All | -49.6% | -39.4% | -10.2% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling