+373.3%
DXCM vs DE
+768.7%
-395.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.9% |
| 7D | -3.6% | +2.3% | -6.0% | -4.3% |
| 30D | -4.3% | +4.4% | -8.7% | -5.6% |
| 3M | -10.4% | +9.8% | -20.1% | -13.2% |
| 6M | +33.1% | +15.8% | +17.3% | +25.9% |
| YTD | +22.6% | +47.0% | -24.3% | +6.4% |
| 1Y | +36.5% | +42.8% | -6.3% | +19.4% |
| 3Y | -13.5% | +88.9% | -102.4% | -32.2% |
| 5Y | -49.6% | +101.9% | -151.5% | -62.2% |
| All | +373.3% | +768.7% | -395.5% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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