+423.1%
DXCM vs O
+69.9%
+353.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.8% |
| 7D | -4.4% | +3.3% | -7.7% | -5.4% |
| 30D | -3.6% | +10.3% | -14.0% | -7.0% |
| 3M | -4.3% | -3.5% | -0.9% | -3.2% |
| 6M | +33.8% | -1.3% | +35.0% | +34.3% |
| YTD | +22.1% | +10.3% | +11.8% | +17.4% |
| 1Y | +47.4% | +10.4% | +37.0% | +41.6% |
| 3Y | -12.3% | +40.0% | -52.3% | -24.1% |
| 5Y | -49.1% | +12.4% | -61.4% | -52.0% |
| 10Y | +423.1% | +78.2% | +344.9% | +329.1% |
| All | +423.1% | +69.9% | +353.2% | +329.1% |
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