+2,673.1%
DXCM vs EXR
+2,762.0%
-89.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.6% |
| 7D | -3.6% | -1.2% | -2.4% | -3.0% |
| 30D | -4.3% | +18.3% | -22.6% | -11.8% |
| 3M | -10.4% | +9.1% | -19.4% | -14.2% |
| 6M | +33.1% | +11.7% | +21.4% | +25.8% |
| YTD | +22.6% | +25.7% | -3.1% | +8.7% |
| 1Y | +36.5% | +24.9% | +11.6% | +21.3% |
| 3Y | -13.5% | +51.4% | -64.9% | -32.8% |
| 5Y | -49.6% | -1.9% | -47.7% | -52.4% |
| 10Y | +399.5% | +214.0% | +185.5% | +134.8% |
| All | +2,673.1% | +2,762.0% | -89.0% | +225.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling