-21.8%
DXCM vs COPX
+168.3%
-190.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -6.5% | +6.0% | -12.5% | -7.3% |
| 30D | -4.3% | +6.4% | -10.7% | -5.2% |
| 3M | +7.3% | +19.3% | -12.0% | +4.1% |
| 6M | +22.0% | +16.2% | +5.8% | +18.0% |
| YTD | +26.4% | +33.2% | -6.8% | +18.4% |
| 1Y | +7.0% | +90.2% | -83.2% | -7.2% |
| All | -21.8% | +168.3% | -190.2% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling