+3,025.3%
DXCM vs EXPE
+851.4%
+2,173.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.6% |
| 7D | -3.2% | -9.5% | +6.3% | -0.7% |
| 30D | +6.3% | -6.6% | +13.0% | +8.0% |
| 3M | +21.1% | +31.4% | -10.3% | +12.1% |
| 6M | +20.6% | +35.2% | -14.6% | +9.9% |
| YTD | +32.4% | +5.8% | +26.6% | +27.5% |
| 1Y | +8.8% | +38.7% | -29.8% | -3.9% |
| 3Y | -13.7% | +175.8% | -189.5% | -39.2% |
| 5Y | -35.2% | +111.8% | -147.0% | -53.1% |
| 10Y | +281.8% | +179.7% | +102.1% | +124.2% |
| All | +3,025.3% | +851.4% | +2,173.9% | +714.4% |
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