-38.6%
DXCM vs OMC
+32.6%
-71.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.2% |
| 7D | -6.2% | -5.8% | -0.5% | -4.3% |
| 30D | -0.3% | -4.8% | +4.6% | +1.4% |
| 3M | +10.3% | +9.2% | +1.1% | +6.6% |
| 6M | +24.1% | -2.5% | +26.6% | +24.5% |
| YTD | +27.4% | +2.6% | +24.8% | +24.6% |
| 1Y | +8.4% | +5.9% | +2.4% | +4.2% |
| 3Y | -19.0% | +14.2% | -33.2% | -28.4% |
| 5Y | -38.6% | +33.2% | -71.8% | -50.8% |
| All | -38.6% | +32.6% | -71.2% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling