+762.7%
AXTI vs DXCM
+402.7%
+359.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.4% | -6.3% | -4.4% |
| 7D | +7.6% | +4.9% | +2.7% | +6.5% |
| 30D | -32.1% | -0.2% | -31.9% | -32.3% |
| 3M | -46.0% | -8.9% | -37.1% | -45.2% |
| 6M | -65.7% | +42.3% | -108.0% | -69.2% |
| YTD | +155.9% | +25.6% | +130.3% | +136.6% |
| 1Y | +300.8% | +39.5% | +261.2% | +261.7% |
| 3Y | +1,981.6% | -15.3% | +1,996.9% | +1,895.8% |
| 5Y | +359.3% | -48.4% | +407.7% | +376.8% |
| All | +762.7% | +402.7% | +359.9% | +482.7% |
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