+448.7%
AXP vs DXCM
+410.2%
+38.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | -0.3% |
| 7D | +0.6% | -3.5% | +4.1% | +1.1% |
| 30D | +5.8% | -5.8% | +11.6% | +6.7% |
| 3M | -6.0% | -4.3% | -1.7% | -5.6% |
| 6M | +0.3% | +31.6% | -31.3% | -4.5% |
| YTD | -12.3% | +19.6% | -31.9% | -15.4% |
| 1Y | -11.2% | +36.9% | -48.1% | -16.2% |
| 3Y | +117.0% | -16.3% | +133.3% | +111.2% |
| 5Y | +93.2% | -50.0% | +143.2% | +96.1% |
| All | +448.7% | +410.2% | +38.5% | +341.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling