-16.3%
DXCM vs EXR
+69.9%
-86.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.8% |
| 7D | -3.5% | +5.2% | -8.7% | -4.9% |
| 30D | -5.8% | +20.9% | -26.7% | -10.7% |
| 3M | -4.3% | +7.7% | -12.1% | -6.4% |
| 6M | +31.6% | +13.2% | +18.4% | +26.9% |
| YTD | +19.6% | +26.5% | -6.8% | +11.7% |
| 1Y | +36.9% | +27.2% | +9.7% | +27.5% |
| 3Y | -16.3% | +71.5% | -87.8% | -20.2% |
| All | -16.3% | +69.9% | -86.2% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 3y: compounded portfolio wealth divided by compounded EXR 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…
3y analysis · Full analysis span regression · 6 months rolling