+393.1%
DXCM vs EXPE
+121.2%
+271.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | +0.1% |
| 7D | -9.2% | -17.8% | +8.6% | -5.7% |
| 30D | -6.5% | -3.2% | -3.2% | -5.9% |
| 3M | -10.3% | -19.0% | +8.7% | -6.8% |
| 6M | +35.4% | +17.7% | +17.7% | +30.6% |
| YTD | +21.1% | -7.8% | +28.8% | +20.9% |
| 1Y | +38.2% | -1.4% | +39.6% | +36.0% |
| 3Y | -14.6% | +121.9% | -136.5% | -30.5% |
| 5Y | -49.6% | +44.3% | -93.8% | -57.2% |
| 10Y | +393.1% | +125.4% | +267.7% | +207.1% |
| All | +393.1% | +121.2% | +271.9% | +207.1% |
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