+2,777.7%
DXCM vs EXPD
+863.1%
+1,914.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.5% | -0.1% | -2.3% |
| 7D | +5.7% | -4.8% | +10.5% | +8.2% |
| 30D | +1.3% | -1.5% | +2.8% | +1.9% |
| 3M | +2.2% | +4.1% | -1.9% | -0.3% |
| 6M | +42.0% | +24.0% | +18.0% | +26.5% |
| YTD | +27.3% | +27.4% | -0.1% | +10.3% |
| 1Y | +42.5% | +38.4% | +4.1% | +18.2% |
| 3Y | -13.3% | +73.2% | -86.5% | -38.0% |
| 5Y | -46.8% | +59.9% | -106.7% | -61.2% |
| 10Y | +445.8% | +319.9% | +125.9% | +123.8% |
| All | +2,777.7% | +863.1% | +1,914.6% | +609.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling