+117.0%
AXP vs DXCM
-35.5%
+152.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.8% |
| 7D | -2.1% | -3.2% | +1.1% | -1.6% |
| 30D | -6.5% | +6.3% | -12.9% | -7.5% |
| 3M | +4.6% | +21.1% | -16.4% | +0.9% |
| 6M | +5.4% | +20.6% | -15.2% | +1.4% |
| YTD | -11.1% | +32.4% | -43.6% | -16.0% |
| 1Y | -0.3% | +8.8% | -9.1% | -2.9% |
| 3Y | +111.6% | -13.7% | +125.3% | +101.7% |
| All | +117.0% | -35.5% | +152.5% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling