-20.5%
DXCM vs EXE
+151.8%
-172.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.9% |
| 7D | -3.5% | -6.6% | +3.1% | -2.9% |
| 30D | -5.8% | -4.0% | -1.8% | -5.5% |
| 3M | -4.3% | -7.5% | +3.1% | -3.7% |
| 6M | +31.6% | -11.7% | +43.2% | +33.0% |
| YTD | +19.6% | -22.0% | +41.6% | +22.4% |
| 1Y | +36.9% | -21.8% | +58.7% | +39.8% |
| 3Y | -16.3% | +8.0% | -24.3% | -17.9% |
| 5Y | -50.0% | +62.3% | -112.3% | -52.0% |
| All | -20.5% | +151.8% | -172.2% | -23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling