-19.0%
DXCM vs OMC
+12.9%
-31.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.4% |
| 7D | -6.2% | -5.8% | -0.5% | -4.9% |
| 30D | -0.3% | -4.8% | +4.6% | +0.9% |
| 3M | +10.3% | +9.2% | +1.1% | +7.9% |
| 6M | +24.1% | -2.5% | +26.6% | +24.3% |
| YTD | +27.4% | +2.6% | +24.8% | +25.8% |
| 1Y | +8.4% | +5.9% | +2.4% | +5.8% |
| 3Y | -19.0% | +14.2% | -33.2% | -28.0% |
| All | -19.0% | +12.9% | -31.9% | -28.0% |
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