+384.5%
DXCM vs EXPD
+335.0%
+49.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.6% |
| 7D | +4.9% | +5.5% | -0.6% | +2.6% |
| 30D | -0.2% | -0.8% | +0.6% | +0.1% |
| 3M | -8.9% | +4.1% | -13.1% | -10.6% |
| 6M | +42.3% | +25.7% | +16.6% | +29.0% |
| YTD | +25.6% | +31.4% | -5.8% | +10.6% |
| 1Y | +39.5% | +42.2% | -2.6% | +18.8% |
| 3Y | -15.3% | +77.2% | -92.5% | -36.1% |
| 5Y | -48.4% | +61.0% | -109.4% | -60.4% |
| All | +384.5% | +335.0% | +49.6% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling