+252.9%
DXCM vs EXPE
+155.3%
+97.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.9% | +4.0% | -2.3% |
| 7D | -6.2% | -9.8% | +3.5% | -4.4% |
| 30D | -0.3% | -11.5% | +11.2% | +2.0% |
| 3M | +10.3% | +21.7% | -11.4% | +5.9% |
| 6M | +24.1% | +10.4% | +13.7% | +21.0% |
| YTD | +27.4% | -2.5% | +29.9% | +26.1% |
| 1Y | +8.4% | +27.3% | -19.0% | +0.7% |
| 3Y | -19.0% | +153.5% | -172.5% | -36.0% |
| 5Y | -38.6% | +91.1% | -129.7% | -50.3% |
| 10Y | +252.9% | +153.1% | +99.8% | +132.3% |
| All | +252.9% | +155.3% | +97.6% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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