-11.2%
AXP vs DXCM
+34.7%
-45.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | -0.4% |
| 7D | +0.6% | -3.5% | +4.1% | +1.1% |
| 30D | +5.8% | -5.8% | +11.6% | +6.6% |
| 3M | -6.0% | -4.3% | -1.7% | -5.6% |
| 6M | +0.3% | +31.6% | -31.3% | -4.8% |
| YTD | -12.3% | +19.6% | -31.9% | -14.7% |
| 1Y | -11.2% | +36.9% | -48.1% | -15.2% |
| All | -11.2% | +34.7% | -45.9% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling