+55.0%
DXCM vs OTIS
+116.3%
-61.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -3.7% | +1.7% | -5.4% | -4.3% |
| 30D | -5.0% | +18.5% | -23.5% | -11.8% |
| 3M | -8.8% | +7.9% | -16.7% | -12.0% |
| 6M | +31.9% | +5.7% | +26.2% | +28.4% |
| YTD | +20.4% | -9.1% | +29.5% | +24.4% |
| 1Y | +45.7% | -11.6% | +57.3% | +52.4% |
| 3Y | -15.0% | +0.6% | -15.6% | -19.6% |
| 5Y | -48.5% | +1.8% | -50.3% | -52.3% |
| All | +55.0% | +116.3% | -61.3% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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