+44.6%
DXCM vs LYB
+47.4%
-2.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.7% | +11.4% | +6.3% |
| 7D | +12.5% | -6.2% | +18.8% | +12.1% |
| 30D | +1.8% | +6.3% | -4.5% | +2.1% |
| 3M | +1.8% | +4.1% | -2.3% | +2.0% |
| 6M | +47.4% | -15.5% | +62.8% | +43.9% |
| YTD | +33.3% | +50.2% | -16.9% | +26.3% |
| 1Y | +44.6% | +50.6% | -6.0% | +36.1% |
| All | +44.6% | +47.4% | -2.8% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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