-10.9%
DXCM vs DOCS
+50.6%
-61.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.3% | -0.2% | -4.0% |
| 7D | +5.7% | -1.3% | +7.0% | +5.9% |
| 30D | +1.3% | +19.4% | -18.1% | -1.0% |
| 3M | +2.2% | +53.4% | -51.2% | -4.0% |
| 6M | +42.0% | +28.8% | +13.2% | +35.5% |
| YTD | +27.3% | -25.1% | +52.3% | +29.2% |
| 1Y | +42.5% | -48.1% | +90.6% | +51.0% |
| All | -10.9% | +50.6% | -61.6% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling