-38.5%
DXCM vs LYB
-1.9%
-36.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -5.8% | -0.7% | -5.1% | -5.7% |
| 30D | -5.6% | +1.5% | -7.1% | -5.8% |
| 3M | +13.0% | -0.3% | +13.3% | +12.8% |
| 6M | +24.7% | +0.1% | +24.6% | +22.7% |
| YTD | +27.3% | +53.4% | -26.1% | +15.2% |
| 1Y | +11.2% | +25.6% | -14.4% | +4.4% |
| 3Y | -19.0% | -21.3% | +2.3% | -18.9% |
| 5Y | -38.5% | -2.4% | -36.0% | -38.5% |
| All | -38.5% | -1.9% | -36.6% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling