-10.9%
DXCM vs DOC
+43.2%
-54.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.5% |
| 7D | +5.7% | +6.2% | -0.6% | +4.9% |
| 30D | +1.3% | +6.5% | -5.2% | +0.5% |
| 3M | +2.2% | -6.2% | +8.4% | +2.8% |
| 6M | +42.0% | +25.6% | +16.4% | +38.5% |
| YTD | +27.3% | +32.1% | -4.8% | +23.7% |
| 1Y | +42.5% | +20.3% | +22.2% | +39.1% |
| All | -10.9% | +43.2% | -54.1% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling