-12.4%
DXCM vs DOC
+20.8%
-33.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.8% |
| 7D | -3.2% | -1.5% | -1.7% | -3.1% |
| 30D | +6.3% | -4.8% | +11.1% | +6.8% |
| 3M | +21.1% | +6.9% | +14.2% | +20.4% |
| 6M | +20.6% | +20.7% | -0.2% | +18.4% |
| YTD | +32.4% | +34.1% | -1.7% | +29.3% |
| 1Y | +8.8% | +22.6% | -13.8% | +6.6% |
| All | -12.4% | +20.8% | -33.2% | -19.2% |
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 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