-20.0%
DXCM vs EXE
+161.7%
-181.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -1.6% |
| 7D | -3.7% | -2.2% | -1.5% | -3.5% |
| 30D | -5.0% | -0.3% | -4.7% | -5.0% |
| 3M | -8.8% | -9.3% | +0.5% | -8.0% |
| 6M | +31.9% | -7.2% | +39.1% | +32.6% |
| YTD | +20.4% | -18.9% | +39.3% | +22.7% |
| 1Y | +45.7% | -21.7% | +67.4% | +49.0% |
| 3Y | -15.0% | +21.0% | -36.0% | -17.7% |
| 5Y | -48.5% | +76.0% | -124.4% | -50.6% |
| All | -20.0% | +161.7% | -181.7% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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