+404.2%
DXCM vs EXPD
+304.0%
+100.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.7% | -5.1% |
| 7D | -3.5% | -7.2% | +3.7% | -0.6% |
| 30D | -5.8% | -3.3% | -2.5% | -4.6% |
| 3M | -4.3% | +3.4% | -7.7% | -5.9% |
| 6M | +31.6% | +22.7% | +8.9% | +20.3% |
| YTD | +19.6% | +24.5% | -4.9% | +7.7% |
| 1Y | +36.9% | +38.6% | -1.8% | +17.5% |
| 3Y | -16.3% | +71.5% | -87.8% | -36.2% |
| 5Y | -50.0% | +56.2% | -106.3% | -61.2% |
| All | +404.2% | +304.0% | +100.2% | +143.7% |
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