+252.9%
DXCM vs O
+50.0%
+202.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.5% | -3.7% |
| 7D | -6.2% | -0.6% | -5.7% | -6.0% |
| 30D | -0.3% | -2.0% | +1.7% | +0.5% |
| 3M | +10.3% | +3.0% | +7.3% | +9.2% |
| 6M | +24.1% | -3.6% | +27.8% | +25.7% |
| YTD | +27.4% | +12.1% | +15.3% | +21.7% |
| 1Y | +8.4% | +8.9% | -0.5% | +4.5% |
| 3Y | -19.0% | +30.3% | -49.3% | -28.2% |
| 5Y | -38.6% | +13.7% | -52.3% | -42.6% |
| 10Y | +252.9% | +50.3% | +202.7% | +193.3% |
| All | +252.9% | +50.0% | +202.9% | +193.3% |
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