+423.1%
DXCM vs EXPE
+119.8%
+303.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -4.4% | -13.3% | +9.0% | -1.7% |
| 30D | -3.6% | -5.5% | +1.9% | -2.6% |
| 3M | -4.3% | -16.5% | +12.1% | -1.3% |
| 6M | +33.8% | +13.1% | +20.7% | +30.0% |
| YTD | +22.1% | -8.0% | +30.1% | +22.1% |
| 1Y | +47.4% | +1.1% | +46.3% | +44.3% |
| 3Y | -12.3% | +131.2% | -143.4% | -29.2% |
| 5Y | -49.1% | +39.8% | -88.9% | -56.6% |
| 10Y | +423.1% | +118.5% | +304.7% | +234.4% |
| All | +423.1% | +119.8% | +303.3% | +234.4% |
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