-10.9%
DXCM vs DOCN
+182.8%
-193.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -15.9% | +11.3% | -3.7% |
| 7D | +5.7% | -29.3% | +34.9% | +7.4% |
| 30D | +1.3% | -46.0% | +47.3% | +4.2% |
| 3M | +2.2% | -43.2% | +45.4% | +4.6% |
| 6M | +42.0% | -53.7% | +95.7% | +46.4% |
| YTD | +27.3% | +46.9% | -19.7% | +15.2% |
| 1Y | +42.5% | +54.3% | -11.9% | +27.9% |
| All | -10.9% | +182.8% | -193.7% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling