-10.7%
DXCM vs DOCN
+74.7%
-85.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.5% | -8.5% | -6.3% |
| 7D | -3.5% | -19.2% | +15.7% | -0.7% |
| 30D | -5.8% | -43.1% | +37.3% | +1.5% |
| 3M | -4.3% | -40.7% | +36.4% | +1.5% |
| 6M | +31.6% | -55.0% | +86.5% | +43.5% |
| YTD | +19.6% | +50.6% | -31.0% | +0.4% |
| 1Y | +36.9% | +54.0% | -17.1% | +13.9% |
| 3Y | -16.3% | +203.9% | -220.2% | -44.8% |
| 5Y | -50.0% | -29.4% | -20.7% | -58.8% |
| All | -10.7% | +74.7% | -85.4% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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