+423.1%
DXCM vs EXEL
+445.6%
-22.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.4% |
| 7D | -4.4% | +2.3% | -6.6% | -4.9% |
| 30D | -3.6% | +19.8% | -23.5% | -7.7% |
| 3M | -4.3% | +32.7% | -37.0% | -10.7% |
| 6M | +33.8% | +49.0% | -15.2% | +20.7% |
| YTD | +22.1% | +63.7% | -41.5% | +7.1% |
| 1Y | +47.4% | +75.8% | -28.4% | +26.8% |
| 3Y | -12.3% | +241.3% | -253.6% | -39.6% |
| 5Y | -49.1% | +289.0% | -338.1% | -66.6% |
| 10Y | +423.1% | +377.6% | +45.5% | +189.9% |
| All | +423.1% | +445.6% | -22.4% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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