+9.2%
DXCM vs LYB
+24.5%
-15.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.8% |
| 7D | -5.5% | +0.3% | -5.8% | -5.5% |
| 30D | -8.6% | +2.5% | -11.0% | -8.4% |
| 3M | +10.3% | +1.4% | +9.0% | +10.0% |
| 6M | +25.2% | -3.5% | +28.7% | +23.1% |
| YTD | +25.1% | +52.0% | -26.9% | +20.5% |
| 1Y | +9.2% | +22.1% | -12.8% | +6.0% |
| All | +9.2% | +24.5% | -15.3% | +6.0% |
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