-12.0%
DXCM vs EXE
+191.4%
-203.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.9% |
| 7D | -3.2% | -0.3% | -3.0% | -3.2% |
| 30D | +6.3% | +8.5% | -2.1% | +5.4% |
| 3M | +21.1% | +5.5% | +15.6% | +20.3% |
| 6M | +20.6% | -5.9% | +26.5% | +21.2% |
| YTD | +32.4% | -9.7% | +42.2% | +33.5% |
| 1Y | +8.8% | +3.6% | +5.3% | +7.7% |
| 3Y | -13.7% | +18.0% | -31.8% | -16.0% |
| 5Y | -35.2% | +109.4% | -144.6% | -38.3% |
| All | -12.0% | +191.4% | -203.3% | -16.6% |
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