+260.9%
DXCM vs PODD
+218.3%
+42.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | +0.9% |
| 7D | -6.5% | -6.9% | +0.4% | -2.7% |
| 30D | -4.3% | -3.5% | -0.9% | -2.6% |
| 3M | +7.3% | -13.6% | +20.9% | +14.2% |
| 6M | +22.0% | -42.6% | +64.6% | +60.8% |
| YTD | +26.4% | -51.5% | +77.9% | +82.1% |
| 1Y | +7.0% | -60.9% | +67.9% | +72.8% |
| 3Y | -19.6% | -19.8% | +0.2% | -20.2% |
| 5Y | -39.3% | -54.4% | +15.1% | -19.9% |
| 10Y | +260.9% | +236.1% | +24.9% | +20.8% |
| All | +260.9% | +218.3% | +42.6% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 10y: compounded portfolio wealth divided by compounded PODD 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…
10y analysis · Full analysis span regression · 6 months rolling