+2,793.9%
DXCM vs EXPE
+733.4%
+2,060.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -3.6% | -4.2% | +0.6% | -2.5% |
| 30D | -4.3% | -4.5% | +0.2% | -3.3% |
| 3M | -10.4% | -19.7% | +9.3% | -5.6% |
| 6M | +33.1% | +18.3% | +14.8% | +26.2% |
| YTD | +22.6% | -7.3% | +30.0% | +21.8% |
| 1Y | +36.5% | -3.9% | +40.4% | +34.0% |
| 3Y | -13.5% | +123.0% | -136.5% | -35.2% |
| 5Y | -49.6% | +47.9% | -97.6% | -59.7% |
| 10Y | +399.5% | +126.5% | +273.0% | +210.8% |
| All | +2,793.9% | +733.4% | +2,060.5% | +677.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling