+37.5%
DXCM vs EXPD
+36.2%
+1.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -3.7% | -7.4% | +3.7% | -1.7% |
| 30D | -5.0% | -2.1% | -2.9% | -4.5% |
| 3M | -8.8% | +5.7% | -14.5% | -10.5% |
| 6M | +31.9% | +21.4% | +10.5% | +24.2% |
| YTD | +20.4% | +27.6% | -7.2% | +10.3% |
| All | +37.5% | +36.2% | +1.3% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling