+7.0%
DXCM vs OMC
+2.6%
+4.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | 0.0% |
| 7D | -6.5% | -4.2% | -2.2% | -5.6% |
| 30D | -4.3% | -7.5% | +3.2% | -2.7% |
| 3M | +7.3% | +4.6% | +2.6% | +6.5% |
| 6M | +22.0% | -4.8% | +26.9% | +22.5% |
| YTD | +26.4% | -1.0% | +27.4% | +26.3% |
| 1Y | +7.0% | +3.8% | +3.1% | +4.5% |
| All | +7.0% | +2.6% | +4.3% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling