+393.1%
DXCM vs EXC
+197.6%
+195.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -9.2% | -1.4% | -7.8% | -8.7% |
| 30D | -6.5% | +8.3% | -14.8% | -9.0% |
| 3M | -10.3% | +2.6% | -12.9% | -11.2% |
| 6M | +35.4% | +5.2% | +30.3% | +32.7% |
| YTD | +21.1% | +7.5% | +13.5% | +17.0% |
| 1Y | +38.2% | +3.2% | +35.1% | +35.5% |
| 3Y | -14.6% | +29.5% | -44.1% | -24.8% |
| 5Y | -49.6% | +39.7% | -89.2% | -57.4% |
| 10Y | +393.1% | +200.1% | +193.0% | +192.4% |
| All | +393.1% | +197.6% | +195.5% | +192.4% |
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