-15.3%
DXCM vs EXPE
+121.7%
-136.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.6% |
| 7D | +4.9% | -0.5% | +5.4% | +5.0% |
| 30D | -0.2% | -6.1% | +5.9% | +1.2% |
| 3M | -8.9% | -21.3% | +12.4% | -4.9% |
| 6M | +42.3% | +19.0% | +23.3% | +37.6% |
| YTD | +25.6% | -8.4% | +34.0% | +26.4% |
| 1Y | +39.5% | -2.8% | +42.3% | +38.4% |
| 3Y | -15.3% | +120.8% | -136.0% | -27.6% |
| All | -15.3% | +121.7% | -136.9% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling