+407.0%
AXP vs DXCM
+402.7%
+4.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.4% |
| 7D | -0.1% | +4.9% | -5.1% | -0.9% |
| 30D | +4.4% | -0.2% | +4.6% | +4.3% |
| 3M | -6.4% | -8.9% | +2.5% | -5.3% |
| 6M | +4.2% | +42.3% | -38.1% | -1.9% |
| YTD | -12.4% | +25.6% | -37.9% | -16.1% |
| 1Y | -11.1% | +39.5% | -50.6% | -16.3% |
| 3Y | +114.9% | -15.3% | +130.1% | +108.8% |
| 5Y | +87.4% | -48.4% | +135.9% | +89.3% |
| All | +407.0% | +402.7% | +4.3% | +309.1% |
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