+2,894.9%
DXCM vs COO
+286.6%
+2,608.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.3% |
| 7D | -3.2% | -2.2% | -1.0% | -2.2% |
| 30D | +6.3% | -7.0% | +13.4% | +10.1% |
| 3M | +21.1% | +12.2% | +8.9% | +14.0% |
| 6M | +20.6% | -15.1% | +35.7% | +30.2% |
| YTD | +32.4% | -15.1% | +47.5% | +42.9% |
| 1Y | +8.8% | +2.3% | +6.5% | +6.6% |
| 3Y | -13.7% | -23.7% | +9.9% | -5.8% |
| 5Y | -35.2% | -38.9% | +3.7% | -21.1% |
| 10Y | +281.8% | +49.9% | +231.9% | +202.4% |
| All | +2,894.9% | +286.6% | +2,608.3% | +964.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling