-5.0%
DXCM vs DOCN
+70.4%
-75.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -15.9% | +11.3% | -2.2% |
| 7D | +5.7% | -29.3% | +34.9% | +10.8% |
| 30D | +1.3% | -46.0% | +47.3% | +10.0% |
| 3M | +2.2% | -43.2% | +45.4% | +9.1% |
| 6M | +42.0% | -53.7% | +95.7% | +54.0% |
| YTD | +27.3% | +46.9% | -19.7% | +7.2% |
| 1Y | +42.5% | +54.3% | -11.9% | +18.3% |
| 3Y | -13.3% | +185.5% | -198.9% | -42.1% |
| 5Y | -46.8% | -31.1% | -15.7% | -56.0% |
| All | -5.0% | +70.4% | -75.4% | -32.0% |
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