+62.4%
KO vs DXCM
-19.6%
+82.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -0.8% | -6.5% | +5.7% | -0.7% |
| 30D | +0.8% | -4.3% | +5.1% | +0.8% |
| 3M | +8.3% | +7.3% | +1.1% | +8.2% |
| 6M | +14.0% | +22.0% | -8.0% | +13.9% |
| YTD | +26.9% | +26.4% | +0.5% | +26.7% |
| 1Y | +32.7% | +7.0% | +25.7% | +32.5% |
| All | +62.4% | -19.6% | +82.0% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 3y: compounded portfolio wealth divided by compounded DXCM 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…
3y analysis · Full analysis span regression · 6 months rolling