-10.9%
DXCM vs EXPD
+72.7%
-83.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.5% | -0.1% | -3.3% |
| 7D | +5.7% | -4.8% | +10.5% | +7.0% |
| 30D | +1.3% | -1.5% | +2.8% | +1.6% |
| 3M | +2.2% | +4.1% | -1.9% | +0.9% |
| 6M | +42.0% | +24.0% | +18.0% | +33.5% |
| YTD | +27.3% | +27.4% | -0.1% | +18.2% |
| 1Y | +42.5% | +38.4% | +4.1% | +29.3% |
| All | -10.9% | +72.7% | -83.7% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling