+9.2%
DXCM vs COPX
+73.7%
-64.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -5.5% | -2.3% | -3.2% | -5.5% |
| 30D | -8.6% | +0.3% | -8.8% | -8.7% |
| 3M | +10.3% | +6.8% | +3.5% | +10.0% |
| 6M | +25.2% | +7.9% | +17.3% | +23.6% |
| YTD | +25.1% | +23.7% | +1.4% | +22.6% |
| 1Y | +9.2% | +71.5% | -62.3% | +8.6% |
| All | +9.2% | +73.7% | -64.5% | +8.6% |
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