+31.6%
DXCM vs COR
+25.0%
+6.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.2% | -5.3% |
| 7D | -3.5% | +0.8% | -4.3% | -3.2% |
| 30D | -5.8% | +5.1% | -10.9% | -6.1% |
| 3M | -4.3% | +2.8% | -7.2% | -4.4% |
| 6M | +31.6% | +32.5% | -1.0% | +23.5% |
| All | +31.6% | +25.0% | +6.6% | +23.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling