+260.9%
DXCM vs OMC
+29.9%
+231.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.2% |
| 7D | -6.5% | -4.2% | -2.2% | -5.4% |
| 30D | -4.3% | -7.5% | +3.2% | -2.3% |
| 3M | +7.3% | +4.6% | +2.6% | +5.7% |
| 6M | +22.0% | -4.8% | +26.9% | +23.2% |
| YTD | +26.4% | -1.0% | +27.4% | +25.3% |
| 1Y | +7.0% | +3.8% | +3.1% | +4.4% |
| 3Y | -19.6% | +10.2% | -29.8% | -24.5% |
| 5Y | -39.3% | +29.7% | -69.0% | -45.7% |
| 10Y | +260.9% | +32.3% | +228.6% | +198.3% |
| All | +260.9% | +29.9% | +231.1% | +198.3% |
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