+272.9%
DXCM vs EXPD
+315.7%
-42.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.4% |
| 7D | -3.2% | -1.1% | -2.1% | -2.8% |
| 30D | +6.3% | +4.1% | +2.3% | +4.5% |
| 3M | +21.1% | +17.9% | +3.2% | +12.8% |
| 6M | +20.6% | +29.2% | -8.7% | +7.7% |
| YTD | +32.4% | +27.4% | +5.1% | +18.3% |
| 1Y | +8.8% | +56.8% | -48.0% | -11.6% |
| 3Y | -13.7% | +68.0% | -81.8% | -33.6% |
| 5Y | -35.2% | +61.9% | -97.0% | -50.5% |
| All | +272.9% | +315.7% | -42.7% | +74.8% |
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