+801.0%
KO vs DXCM
+2,659.3%
-1,858.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.7% |
| 7D | +3.7% | +4.9% | -1.2% | +3.4% |
| 30D | +8.1% | -0.2% | +8.3% | +8.1% |
| 3M | +14.2% | -8.9% | +23.1% | +14.8% |
| 6M | +25.2% | +42.3% | -17.1% | +22.3% |
| YTD | +44.7% | +25.6% | +19.2% | +42.2% |
| 1Y | +43.4% | +39.5% | +3.8% | +39.9% |
| 3Y | +90.1% | -15.3% | +105.3% | +87.6% |
| 5Y | +103.0% | -48.4% | +151.4% | +104.0% |
| 10Y | +229.8% | +411.4% | -181.6% | +176.6% |
| All | +801.0% | +2,659.3% | -1,858.3% | +469.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling