-38.5%
DXCM vs OSCR
+96.8%
-135.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.8% |
| 7D | -5.5% | +1.6% | -7.2% | -5.8% |
| 30D | -8.6% | +10.7% | -19.2% | -9.9% |
| 3M | +10.3% | +13.4% | -3.0% | +7.8% |
| 6M | +25.2% | +144.6% | -119.3% | +9.3% |
| YTD | +25.1% | +128.0% | -102.9% | +9.7% |
| 1Y | +9.2% | +68.7% | -59.4% | -1.6% |
| 3Y | -22.6% | +398.8% | -421.4% | -46.0% |
| All | -38.5% | +96.8% | -135.4% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling