+411.2%
DXCM vs OMC
+56.4%
+354.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -3.7% | +6.8% | -10.5% | -5.3% |
| 30D | -5.0% | +16.2% | -21.1% | -8.7% |
| 3M | -8.8% | +6.0% | -14.8% | -10.4% |
| 6M | +31.9% | +17.7% | +14.1% | +25.7% |
| YTD | +20.4% | +13.5% | +7.0% | +15.1% |
| 1Y | +45.7% | +27.2% | +18.5% | +34.7% |
| 3Y | -15.0% | +30.4% | -45.4% | -23.7% |
| 5Y | -48.5% | +53.5% | -102.0% | -55.8% |
| 10Y | +411.2% | +57.0% | +354.2% | +319.4% |
| All | +411.2% | +56.4% | +354.8% | +319.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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