-15.3%
DXCM vs EXEL
+230.5%
-245.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.5% |
| 7D | +4.9% | -0.8% | +5.8% | +5.0% |
| 30D | -0.2% | +13.1% | -13.3% | -0.8% |
| 3M | -8.9% | +36.3% | -45.2% | -10.3% |
| 6M | +42.3% | +34.5% | +7.7% | +39.7% |
| YTD | +25.6% | +57.4% | -31.9% | +21.7% |
| 1Y | +39.5% | +62.9% | -23.4% | +34.9% |
| 3Y | -15.3% | +229.5% | -244.8% | -12.6% |
| All | -15.3% | +230.5% | -245.7% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling