+2,623.0%
DXCM vs OMC
+268.5%
+2,354.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | -3.7% | +6.8% | -10.5% | -6.7% |
| 30D | -5.0% | +16.2% | -21.1% | -11.7% |
| 3M | -8.8% | +6.0% | -14.8% | -11.7% |
| 6M | +31.9% | +17.7% | +14.1% | +20.5% |
| YTD | +20.4% | +13.5% | +7.0% | +10.0% |
| 1Y | +45.7% | +27.2% | +18.5% | +25.2% |
| 3Y | -15.0% | +30.4% | -45.4% | -31.2% |
| 5Y | -48.5% | +53.5% | -102.0% | -62.8% |
| 10Y | +411.2% | +57.0% | +354.2% | +215.4% |
| All | +2,623.0% | +268.5% | +2,354.5% | +642.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling