+896.5%
AXP vs DXCM
+2,696.7%
-1,800.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.3% | -1.4% |
| 7D | +0.4% | +5.7% | -5.3% | -0.8% |
| 30D | +7.0% | +1.3% | +5.8% | +6.6% |
| 3M | -6.6% | +2.2% | -8.8% | -7.2% |
| 6M | +3.5% | +42.0% | -38.5% | -4.5% |
| YTD | -11.2% | +27.3% | -38.4% | -16.4% |
| 1Y | -10.2% | +42.5% | -52.6% | -17.5% |
| 3Y | +120.0% | -13.3% | +133.4% | +111.2% |
| 5Y | +95.6% | -46.8% | +142.4% | +100.2% |
| 10Y | +468.1% | +445.8% | +22.3% | +215.0% |
| All | +896.5% | +2,696.7% | -1,800.2% | +143.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling