+38.2%
DXCM vs EXPE
-2.3%
+40.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | +0.1% |
| 7D | -9.2% | -17.8% | +8.6% | -5.8% |
| 30D | -6.5% | -3.2% | -3.2% | -5.4% |
| 3M | -10.3% | -19.0% | +8.7% | -7.3% |
| 6M | +35.4% | +17.7% | +17.7% | +34.5% |
| YTD | +21.1% | -7.8% | +28.8% | +23.5% |
| 1Y | +38.2% | -1.4% | +39.6% | +39.5% |
| All | +38.2% | -2.3% | +40.6% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling