+3,108.0%
DXCM vs COPX
+186.2%
+2,921.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -3.2% | -4.0% | +0.8% | -2.1% |
| 30D | +6.3% | +4.5% | +1.8% | +4.8% |
| 3M | +21.1% | +0.8% | +20.3% | +19.2% |
| 6M | +20.6% | +3.2% | +17.4% | +16.7% |
| YTD | +32.4% | +26.7% | +5.7% | +19.1% |
| 1Y | +8.8% | +85.7% | -76.8% | -14.1% |
| 3Y | -13.7% | +151.2% | -164.9% | -40.5% |
| 5Y | -35.2% | +170.0% | -205.2% | -57.5% |
| 10Y | +281.8% | +572.9% | -291.1% | +64.1% |
| All | +3,108.0% | +186.2% | +2,921.8% | +1,773.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling