-24.8%
DXCM vs DOCS
-21.3%
-3.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | -3.7% | -0.6% | -3.1% | -3.5% |
| 30D | -5.0% | +6.3% | -11.3% | -5.9% |
| 3M | -8.8% | +26.5% | -35.3% | -12.4% |
| 6M | +31.9% | +24.8% | +7.1% | +25.1% |
| YTD | +20.4% | -26.8% | +47.2% | +23.7% |
| 1Y | +45.7% | -38.3% | +84.0% | +53.5% |
| 3Y | -15.0% | +36.0% | -51.1% | -24.7% |
| 5Y | -48.5% | -55.0% | +6.5% | -50.2% |
| All | -24.8% | -21.3% | -3.5% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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