+393.1%
DXCM vs PODD
+314.4%
+78.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.2% |
| 7D | -9.2% | -9.1% | -0.1% | -4.3% |
| 30D | -6.5% | +7.3% | -13.8% | -10.0% |
| 3M | -10.3% | +3.7% | -13.9% | -12.3% |
| 6M | +35.4% | -2.7% | +38.1% | +34.5% |
| YTD | +21.1% | -47.2% | +68.3% | +66.0% |
| 1Y | +38.2% | -54.0% | +92.2% | +103.3% |
| 3Y | -14.6% | -3.3% | -11.3% | -23.5% |
| 5Y | -49.6% | -52.3% | +2.7% | -34.9% |
| 10Y | +393.1% | +322.4% | +70.7% | +35.7% |
| All | +393.1% | +314.4% | +78.6% | +35.7% |
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