+2,723.5%
DXCM vs EXPE
+727.6%
+1,995.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.9% | -1.1% | -4.7% |
| 7D | -3.5% | -9.3% | +5.8% | -1.1% |
| 30D | -5.8% | +0.1% | -5.9% | -6.0% |
| 3M | -4.3% | -15.3% | +11.0% | -0.6% |
| 6M | +31.6% | +5.5% | +26.1% | +28.4% |
| YTD | +19.6% | -8.0% | +27.6% | +19.0% |
| 1Y | +36.9% | +18.9% | +18.0% | +25.8% |
| 3Y | -16.3% | +135.5% | -151.8% | -38.3% |
| 5Y | -50.0% | +44.3% | -94.3% | -59.7% |
| 10Y | +413.2% | +117.7% | +295.4% | +223.2% |
| All | +2,723.5% | +727.6% | +1,995.9% | +660.4% |
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