-38.6%
DXCM vs XPO
+271.9%
-310.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.3% | -3.4% |
| 7D | -6.2% | +2.7% | -8.9% | -7.0% |
| 30D | -0.3% | -6.2% | +5.9% | +1.5% |
| 3M | +10.3% | -15.4% | +25.7% | +15.6% |
| 6M | +24.1% | +0.7% | +23.4% | +22.9% |
| YTD | +27.4% | +39.8% | -12.5% | +13.3% |
| 1Y | +8.4% | +43.3% | -34.9% | -5.5% |
| 3Y | -19.0% | +166.0% | -185.0% | -44.4% |
| 5Y | -38.6% | +274.2% | -312.7% | -66.3% |
| All | -38.6% | +271.9% | -310.5% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 5y: compounded portfolio wealth divided by compounded XPO 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…
5y analysis · Full analysis span regression · 6 months rolling