-36.3%
DXCM vs COR
+184.0%
-220.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.2% | -1.6% |
| 7D | -3.2% | +2.8% | -6.0% | -3.8% |
| 30D | +6.3% | +4.5% | +1.8% | +5.2% |
| 3M | +21.1% | +22.7% | -1.6% | +15.8% |
| 6M | +20.6% | -9.7% | +30.3% | +23.0% |
| YTD | +32.4% | -1.4% | +33.9% | +32.2% |
| 1Y | +8.8% | +13.9% | -5.1% | +4.5% |
| 3Y | -13.7% | +94.0% | -107.7% | -34.8% |
| All | -36.3% | +184.0% | -220.3% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling