-36.3%
DXCM vs EXPE
+111.8%
-148.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.6% |
| 7D | -3.2% | -9.5% | +6.3% | -1.1% |
| 30D | +6.3% | -6.6% | +13.0% | +7.8% |
| 3M | +21.1% | +31.4% | -10.3% | +13.5% |
| 6M | +20.6% | +35.2% | -14.6% | +11.6% |
| YTD | +32.4% | +5.8% | +26.6% | +28.6% |
| 1Y | +8.8% | +38.7% | -29.8% | -2.3% |
| 3Y | -13.7% | +175.8% | -189.5% | -37.4% |
| All | -36.3% | +111.8% | -148.0% | -50.3% |
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