-16.2%
DXCM vs COR
+92.7%
-108.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.2% | -1.9% |
| 7D | -3.2% | +2.8% | -6.0% | -3.3% |
| 30D | +6.3% | +4.5% | +1.8% | +6.1% |
| 3M | +21.1% | +22.7% | -1.6% | +20.2% |
| 6M | +20.6% | -9.7% | +30.3% | +20.2% |
| YTD | +32.4% | -1.4% | +33.9% | +32.5% |
| 1Y | +8.8% | +13.9% | -5.1% | +10.1% |
| All | -16.2% | +92.7% | -108.9% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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