+412.4%
DXCM vs PODD
+314.8%
+97.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.2% | +0.2% | -2.6% |
| 7D | -3.5% | -2.1% | -1.4% | -2.2% |
| 30D | -5.8% | +9.0% | -14.8% | -10.2% |
| 3M | -4.3% | +5.2% | -9.5% | -7.2% |
| 6M | +31.6% | -3.2% | +34.7% | +30.8% |
| YTD | +19.6% | -48.5% | +68.1% | +66.1% |
| 1Y | +36.9% | -54.7% | +91.6% | +102.9% |
| 3Y | -16.3% | -7.8% | -8.5% | -23.0% |
| 5Y | -50.0% | -52.4% | +2.4% | -35.5% |
| All | +412.4% | +314.8% | +97.6% | +47.1% |
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