-36.3%
DXCM vs DOCS
-73.4%
+37.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.7% | -1.5% |
| 7D | -3.2% | -1.4% | -1.8% | -3.0% |
| 30D | +6.3% | +21.8% | -15.5% | +1.5% |
| 3M | +21.1% | +27.3% | -6.2% | +14.5% |
| 6M | +20.6% | -0.3% | +20.9% | +18.2% |
| YTD | +32.4% | -40.5% | +72.9% | +42.2% |
| 1Y | +8.8% | -61.5% | +70.4% | +26.3% |
| 3Y | -13.7% | +8.2% | -21.9% | -23.1% |
| All | -36.3% | -73.4% | +37.1% | -31.8% |
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