+2,914.7%
DXCM vs DOC
+203.3%
+2,711.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.1% | +3.5% | +5.3% |
| 7D | +12.5% | +8.7% | +3.8% | +8.6% |
| 30D | +1.8% | +7.6% | -5.8% | -1.5% |
| 3M | +1.8% | -5.3% | +7.0% | +3.8% |
| 6M | +47.4% | +27.6% | +19.8% | +30.6% |
| YTD | +33.3% | +32.4% | +0.9% | +16.0% |
| 1Y | +44.6% | +22.9% | +21.8% | +29.9% |
| 3Y | -9.2% | +43.1% | -52.3% | -27.6% |
| 5Y | -43.8% | -21.4% | -22.4% | -41.6% |
| 10Y | +471.8% | +16.8% | +454.9% | +337.1% |
| All | +2,914.7% | +203.3% | +2,711.3% | +1,077.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling