-15.3%
DXCM vs EXE
+21.0%
-36.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.3% |
| 7D | +4.9% | +5.3% | -0.4% | +4.6% |
| 30D | -0.2% | -2.2% | +2.0% | -0.1% |
| 3M | -8.9% | -5.9% | -3.0% | -8.6% |
| 6M | +42.3% | -5.7% | +48.0% | +42.8% |
| YTD | +25.6% | -17.8% | +43.4% | +27.4% |
| 1Y | +39.5% | -23.1% | +62.7% | +42.6% |
| 3Y | -15.3% | +21.2% | -36.5% | -14.7% |
| All | -15.3% | +21.0% | -36.2% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling