+436.3%
DXCM vs DOC
+14.9%
+421.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.5% |
| 7D | +5.7% | +6.2% | -0.6% | +4.1% |
| 30D | +1.3% | +6.5% | -5.2% | -0.4% |
| 3M | +2.2% | -6.2% | +8.4% | +3.7% |
| 6M | +42.0% | +25.6% | +16.4% | +32.8% |
| YTD | +27.3% | +32.1% | -4.8% | +17.4% |
| 1Y | +42.5% | +20.3% | +22.2% | +34.6% |
| 3Y | -13.3% | +42.7% | -56.1% | -24.5% |
| 5Y | -46.8% | -22.2% | -24.7% | -44.7% |
| All | +436.3% | +14.9% | +421.3% | +400.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling