-50.1%
DXCM vs EXPE
+43.3%
-93.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.9% | -1.1% | -4.8% |
| 7D | -3.5% | -9.3% | +5.8% | -1.3% |
| 30D | -5.8% | +0.1% | -5.9% | -5.9% |
| 3M | -4.3% | -15.3% | +11.0% | -1.0% |
| 6M | +31.6% | +5.5% | +26.1% | +28.9% |
| YTD | +19.6% | -8.0% | +27.6% | +19.6% |
| 1Y | +36.9% | +18.9% | +18.0% | +26.9% |
| 3Y | -16.3% | +135.5% | -151.8% | -38.1% |
| All | -50.1% | +43.3% | -93.5% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling