+2,894.9%
DXCM vs XPO
+14,592.8%
-11,698.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.5% | -2.7% |
| 7D | -3.2% | +2.4% | -5.6% | -3.6% |
| 30D | +6.3% | -3.5% | +9.9% | +6.8% |
| 3M | +21.1% | -11.9% | +33.0% | +23.4% |
| 6M | +20.6% | -10.0% | +30.5% | +22.1% |
| YTD | +32.4% | +42.1% | -9.6% | +24.6% |
| 1Y | +8.8% | +47.6% | -38.8% | +1.2% |
| 3Y | -13.7% | +153.6% | -167.3% | -27.1% |
| 5Y | -35.2% | +266.5% | -301.7% | -49.4% |
| 10Y | +281.8% | +1,460.4% | -1,178.6% | +142.9% |
| All | +2,894.9% | +14,592.8% | -11,698.0% | +1,624.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling