+36.9%
DXCM vs DOCS
-49.1%
+86.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.0% | -4.0% | -5.7% |
| 7D | -3.5% | -0.8% | -2.7% | -3.3% |
| 30D | -5.8% | +17.4% | -23.2% | -8.0% |
| 3M | -4.3% | +57.4% | -61.7% | -11.4% |
| 6M | +31.6% | +26.5% | +5.0% | +24.8% |
| YTD | +19.6% | -26.6% | +46.2% | +27.2% |
| 1Y | +36.9% | -48.1% | +84.9% | +58.6% |
| All | +36.9% | -49.1% | +86.0% | +58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling