-15.4%
DXCM vs EXE
+192.2%
-207.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -3.9% |
| 7D | -6.2% | -1.8% | -4.4% | -6.0% |
| 30D | -0.3% | +6.4% | -6.7% | -0.9% |
| 3M | +10.3% | +9.2% | +1.1% | +9.2% |
| 6M | +24.1% | -7.0% | +31.1% | +24.9% |
| YTD | +27.4% | -9.5% | +36.8% | +28.4% |
| 1Y | +8.4% | +6.2% | +2.1% | +6.9% |
| 3Y | -19.0% | +20.7% | -39.7% | -21.3% |
| 5Y | -38.6% | +103.6% | -142.2% | -41.6% |
| All | -15.4% | +192.2% | -207.6% | -19.8% |
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