+373.3%
DXCM vs EXC
+201.2%
+172.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -3.6% | -1.9% | -1.7% | -3.0% |
| 30D | -4.3% | +7.8% | -12.1% | -6.7% |
| 3M | -10.4% | +1.9% | -12.2% | -11.1% |
| 6M | +33.1% | +3.4% | +29.7% | +31.3% |
| YTD | +22.6% | +7.6% | +15.0% | +18.5% |
| 1Y | +36.5% | +2.1% | +34.4% | +34.4% |
| 3Y | -13.5% | +29.6% | -43.1% | -23.8% |
| 5Y | -49.6% | +39.5% | -89.2% | -57.4% |
| All | +373.3% | +201.2% | +172.1% | +197.5% |
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