+252.9%
DXCM vs EXEL
+380.2%
-127.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.6% | -3.3% |
| 7D | -6.2% | +1.4% | -7.6% | -6.5% |
| 30D | -0.3% | +6.7% | -6.9% | -1.9% |
| 3M | +10.3% | +11.5% | -1.1% | +7.0% |
| 6M | +24.1% | +38.8% | -14.7% | +13.6% |
| YTD | +27.4% | +31.6% | -4.2% | +17.8% |
| 1Y | +8.4% | +53.0% | -44.6% | -4.0% |
| 3Y | -19.0% | +160.8% | -179.8% | -40.0% |
| 5Y | -38.6% | +190.1% | -228.7% | -56.4% |
| 10Y | +252.9% | +367.0% | -114.0% | +104.6% |
| All | +252.9% | +380.2% | -127.2% | +104.6% |
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