-16.3%
DXCM vs EXC
+26.3%
-42.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.0% | -4.0% | -6.0% |
| 7D | -3.5% | -1.2% | -2.3% | -3.5% |
| 30D | -5.8% | +10.0% | -15.8% | -5.5% |
| 3M | -4.3% | +1.6% | -6.0% | -4.1% |
| 6M | +31.6% | +3.3% | +28.3% | +32.0% |
| YTD | +19.6% | +7.6% | +12.1% | +20.2% |
| 1Y | +36.9% | +3.5% | +33.4% | +37.7% |
| 3Y | -16.3% | +27.7% | -43.9% | -15.7% |
| All | -16.3% | +26.3% | -42.5% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling