+2,605.6%
DXCM vs EXEL
+853.0%
+1,752.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.3% | -7.2% | -6.3% |
| 7D | -3.5% | +0.3% | -3.8% | -3.6% |
| 30D | -5.8% | +19.0% | -24.8% | -9.7% |
| 3M | -4.3% | +33.3% | -37.6% | -11.0% |
| 6M | +31.6% | +42.9% | -11.3% | +19.6% |
| YTD | +19.6% | +58.7% | -39.1% | +5.5% |
| 1Y | +36.9% | +70.5% | -33.6% | +18.4% |
| 3Y | -16.3% | +233.8% | -250.1% | -41.3% |
| 5Y | -50.0% | +259.3% | -309.4% | -65.9% |
| 10Y | +413.2% | +484.1% | -71.0% | +176.5% |
| All | +2,605.6% | +853.0% | +1,752.6% | +579.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling