+440.3%
AXP vs DXCM
+421.6%
+18.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.7% |
| 7D | -1.1% | -4.4% | +3.2% | -0.5% |
| 30D | +5.2% | -3.6% | +8.9% | +5.7% |
| 3M | -4.6% | -4.3% | -0.2% | -4.1% |
| 6M | +3.2% | +33.8% | -30.5% | -1.9% |
| YTD | -11.3% | +22.1% | -33.5% | -14.8% |
| 1Y | -11.0% | +47.4% | -58.4% | -16.9% |
| 3Y | +120.2% | -12.3% | +132.4% | +112.7% |
| 5Y | +91.7% | -49.1% | +140.8% | +94.1% |
| 10Y | +440.3% | +423.1% | +17.2% | +332.9% |
| All | +440.3% | +421.6% | +18.7% | +332.9% |
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