+270.1%
DXCM vs EXC
+152.8%
+117.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.6% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | +6.3% | -3.7% | +10.1% | +7.6% |
| 3M | +21.1% | -1.3% | +22.4% | +21.5% |
| 6M | +20.6% | -9.7% | +30.3% | +24.5% |
| YTD | +32.4% | +2.9% | +29.5% | +30.0% |
| 1Y | +8.8% | +4.4% | +4.5% | +6.2% |
| 3Y | -13.7% | +22.2% | -35.9% | -22.9% |
| 5Y | -35.2% | +46.7% | -81.9% | -46.7% |
| All | +270.1% | +152.8% | +117.2% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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