+272.9%
DXCM vs DOC
-2.1%
+275.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -3.2% | -1.5% | -1.7% | -2.8% |
| 30D | +6.3% | -4.8% | +11.1% | +7.7% |
| 3M | +21.1% | +6.9% | +14.2% | +18.7% |
| 6M | +20.6% | +20.7% | -0.2% | +13.7% |
| YTD | +32.4% | +34.1% | -1.7% | +21.2% |
| 1Y | +8.8% | +22.6% | -13.8% | +1.7% |
| 3Y | -13.7% | +20.8% | -34.6% | -21.3% |
| 5Y | -35.2% | -24.9% | -10.3% | -31.7% |
| All | +272.9% | -2.1% | +275.0% | +263.4% |
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