+411.2%
DXCM vs O
+78.3%
+332.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -3.7% | +3.5% | -7.2% | -4.8% |
| 30D | -5.0% | +10.4% | -15.4% | -8.3% |
| 3M | -8.8% | -2.4% | -6.4% | -8.0% |
| 6M | +31.9% | -1.2% | +33.1% | +32.3% |
| YTD | +20.4% | +10.4% | +10.0% | +15.7% |
| 1Y | +45.7% | +11.4% | +34.3% | +39.5% |
| 3Y | -15.0% | +40.4% | -55.4% | -26.6% |
| 5Y | -48.5% | +12.1% | -60.6% | -51.4% |
| 10Y | +411.2% | +82.7% | +328.5% | +315.4% |
| All | +411.2% | +78.3% | +332.9% | +315.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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