-18.5%
DXCM vs EXE
+163.0%
-181.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -3.6% | +3.6% | -7.2% | -4.0% |
| 30D | -4.3% | -4.3% | 0.0% | -3.9% |
| 3M | -10.4% | -7.7% | -2.7% | -9.7% |
| 6M | +33.1% | -7.2% | +40.4% | +33.9% |
| YTD | +22.6% | -18.5% | +41.1% | +24.8% |
| 1Y | +36.5% | -24.4% | +60.9% | +40.2% |
| 3Y | -13.5% | +21.6% | -35.0% | -16.2% |
| 5Y | -49.6% | +77.3% | -127.0% | -51.8% |
| All | -18.5% | +163.0% | -181.5% | -22.0% |
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