+2,739.2%
DXCM vs DE
+3,029.7%
-290.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.7% |
| 7D | +4.9% | +0.3% | +4.7% | +4.8% |
| 30D | -0.2% | +3.6% | -3.7% | -1.7% |
| 3M | -8.9% | +10.2% | -19.2% | -13.3% |
| 6M | +42.3% | +16.6% | +25.7% | +30.7% |
| YTD | +25.6% | +45.8% | -20.3% | +3.1% |
| 1Y | +39.5% | +43.9% | -4.4% | +14.9% |
| 3Y | -15.3% | +89.6% | -104.9% | -40.2% |
| 5Y | -48.4% | +100.3% | -148.8% | -65.7% |
| 10Y | +411.4% | +760.8% | -349.4% | +46.9% |
| All | +2,739.2% | +3,029.7% | -290.5% | +241.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling