+384.5%
DXCM vs COPX
+307.7%
+76.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +3.0% |
| 7D | +4.9% | -2.8% | +7.8% | +5.6% |
| 30D | -0.2% | -14.3% | +14.2% | +3.5% |
| 3M | -8.9% | -19.0% | +10.1% | -4.6% |
| 6M | +42.3% | -24.4% | +66.7% | +49.8% |
| YTD | +25.6% | -3.2% | +28.8% | +22.0% |
| 1Y | +39.5% | +15.2% | +24.4% | +29.0% |
| 3Y | -15.3% | +127.6% | -142.9% | -38.3% |
| 5Y | -48.4% | +106.0% | -154.5% | -61.9% |
| All | +384.5% | +307.7% | +76.8% | +151.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling