-12.3%
DXCM vs OMC
+29.2%
-41.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.4% |
| 7D | -4.4% | +5.4% | -9.7% | -5.6% |
| 30D | -3.6% | +15.7% | -19.3% | -7.1% |
| 3M | -4.3% | +4.9% | -9.2% | -5.6% |
| 6M | +33.8% | +17.3% | +16.5% | +28.2% |
| YTD | +22.1% | +13.0% | +9.1% | +17.7% |
| 1Y | +47.4% | +24.1% | +23.3% | +38.1% |
| 3Y | -12.3% | +31.2% | -43.5% | -25.0% |
| All | -12.3% | +29.2% | -41.5% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling