-19.0%
DXCM vs ONON
-6.6%
-12.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.3% | -3.4% |
| 7D | -6.2% | -1.7% | -4.6% | -6.0% |
| 30D | -0.3% | -27.4% | +27.1% | +4.5% |
| 3M | +10.3% | -26.5% | +36.8% | +15.2% |
| 6M | +24.1% | -34.2% | +58.4% | +31.5% |
| YTD | +27.4% | -41.3% | +68.7% | +37.3% |
| 1Y | +8.4% | -39.7% | +48.0% | +15.8% |
| 3Y | -19.0% | -7.8% | -11.2% | -19.5% |
| All | -19.0% | -6.6% | -12.4% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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