-21.2%
DXCM vs OSCR
+398.9%
-420.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.5% |
| 7D | -5.8% | +1.1% | -6.9% | -5.9% |
| 30D | -5.6% | +16.5% | -22.1% | -7.3% |
| 3M | +13.0% | +17.0% | -4.0% | +10.6% |
| 6M | +24.7% | +145.0% | -120.3% | +11.9% |
| YTD | +27.3% | +126.7% | -99.4% | +14.8% |
| 1Y | +11.2% | +67.2% | -56.1% | +2.4% |
| All | -21.2% | +398.9% | -420.2% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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