+8.8%
DXCM vs COPX
+84.7%
-75.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | -3.2% | -4.0% | +0.8% | -3.0% |
| 30D | +6.3% | +4.5% | +1.8% | +6.0% |
| 3M | +21.1% | +0.8% | +20.3% | +21.7% |
| 6M | +20.6% | +3.2% | +17.4% | +19.9% |
| YTD | +32.4% | +26.7% | +5.7% | +29.8% |
| 1Y | +8.8% | +85.7% | -76.8% | +15.4% |
| All | +8.8% | +84.7% | -75.8% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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