+2,987.9%
DXCM vs LYB
+634.9%
+2,353.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -4.3% |
| 7D | -6.2% | -0.9% | -5.3% | -6.0% |
| 30D | -0.3% | +9.5% | -9.8% | -2.6% |
| 3M | +10.3% | +1.3% | +9.0% | +9.6% |
| 6M | +24.1% | -1.7% | +25.9% | +22.2% |
| YTD | +27.4% | +54.1% | -26.8% | +9.9% |
| 1Y | +8.4% | +25.7% | -17.3% | -1.7% |
| 3Y | -19.0% | -20.9% | +1.9% | -18.1% |
| 5Y | -38.6% | -1.5% | -37.0% | -42.9% |
| 10Y | +252.9% | +45.0% | +208.0% | +153.4% |
| All | +2,987.9% | +634.9% | +2,353.0% | +783.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling