-38.6%
DXCM vs DE
+95.7%
-134.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.3% |
| 7D | -6.2% | +0.7% | -6.9% | -6.4% |
| 30D | -0.3% | +9.6% | -9.9% | -2.9% |
| 3M | +10.3% | +19.0% | -8.6% | +4.4% |
| 6M | +24.1% | +16.1% | +8.1% | +18.0% |
| YTD | +27.4% | +47.0% | -19.7% | +11.6% |
| 1Y | +8.4% | +43.1% | -34.8% | -4.3% |
| 3Y | -19.0% | +77.5% | -96.5% | -34.3% |
| 5Y | -38.6% | +96.4% | -134.9% | -52.8% |
| All | -38.6% | +95.7% | -134.3% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling