-36.3%
DXCM vs EXEL
+199.5%
-235.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -3.2% | +8.4% | -11.6% | -4.7% |
| 30D | +6.3% | +4.1% | +2.3% | +5.3% |
| 3M | +21.1% | +12.4% | +8.7% | +17.7% |
| 6M | +20.6% | +41.5% | -21.0% | +10.9% |
| YTD | +32.4% | +34.6% | -2.2% | +22.9% |
| 1Y | +8.8% | +57.9% | -49.0% | -3.2% |
| 3Y | -13.7% | +159.5% | -173.2% | -36.5% |
| All | -36.3% | +199.5% | -235.8% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling