+2,894.9%
DXCM vs EXEL
+708.4%
+2,186.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -3.2% | +8.4% | -11.6% | -5.1% |
| 30D | +6.3% | +4.1% | +2.3% | +5.0% |
| 3M | +21.1% | +12.4% | +8.7% | +17.1% |
| 6M | +20.6% | +41.5% | -21.0% | +9.6% |
| YTD | +32.4% | +34.6% | -2.2% | +21.6% |
| 1Y | +8.8% | +57.9% | -49.0% | -4.6% |
| 3Y | -13.7% | +159.5% | -173.2% | -35.8% |
| 5Y | -35.2% | +198.5% | -233.7% | -53.9% |
| 10Y | +281.8% | +411.4% | -129.6% | +110.9% |
| All | +2,894.9% | +708.4% | +2,186.5% | +682.9% |
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 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