+2,605.6%
DXCM vs COR
+3,424.5%
-818.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.2% | -5.2% |
| 7D | -3.5% | +0.8% | -4.3% | -3.7% |
| 30D | -5.8% | +5.1% | -10.9% | -7.7% |
| 3M | -4.3% | +2.8% | -7.2% | -5.7% |
| 6M | +31.6% | +32.5% | -1.0% | +16.1% |
| YTD | +19.6% | -0.7% | +20.3% | +17.7% |
| 1Y | +36.9% | -6.7% | +43.6% | +38.2% |
| 3Y | -16.3% | +73.7% | -90.0% | -38.3% |
| 5Y | -50.0% | +177.9% | -227.9% | -70.8% |
| 10Y | +413.2% | +533.8% | -120.6% | +70.9% |
| All | +2,605.6% | +3,424.5% | -818.9% | +314.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling