-15.3%
DXCM vs O
+39.0%
-54.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | +4.9% | -0.4% | +5.3% | +5.0% |
| 30D | -0.2% | +7.1% | -7.3% | -1.7% |
| 3M | -8.9% | -5.2% | -3.7% | -7.8% |
| 6M | +42.3% | -1.8% | +44.0% | +43.1% |
| YTD | +25.6% | +9.1% | +16.5% | +23.3% |
| 1Y | +39.5% | +9.7% | +29.9% | +36.8% |
| 3Y | -15.3% | +39.1% | -54.4% | -26.3% |
| All | -15.3% | +39.0% | -54.3% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling