+8.4%
DXCM vs EXPE
+28.7%
-20.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.9% | +4.0% | -3.3% |
| 7D | -6.2% | -9.8% | +3.5% | -5.6% |
| 30D | -0.3% | -11.5% | +11.2% | +0.5% |
| 3M | +10.3% | +21.7% | -11.4% | +10.0% |
| 6M | +24.1% | +10.4% | +13.7% | +23.2% |
| YTD | +27.4% | -2.5% | +29.9% | +26.3% |
| 1Y | +8.4% | +27.3% | -19.0% | +11.2% |
| All | +8.4% | +28.7% | -20.4% | +11.2% |
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