-46.8%
DXCM vs DOCS
-54.0%
+7.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.3% | -0.2% | -3.7% |
| 7D | +5.7% | -1.3% | +7.0% | +6.0% |
| 30D | +1.3% | +19.4% | -18.1% | -2.1% |
| 3M | +2.2% | +53.4% | -51.2% | -6.9% |
| 6M | +42.0% | +28.8% | +13.2% | +32.7% |
| YTD | +27.3% | -25.1% | +52.3% | +30.9% |
| 1Y | +42.5% | -48.1% | +90.6% | +56.9% |
| 3Y | -13.3% | +51.4% | -64.7% | -28.5% |
| 5Y | -46.8% | -51.1% | +4.3% | -47.2% |
| All | -46.8% | -54.0% | +7.1% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling