+32.2%
DXCM vs XE
-62.6%
+94.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +1.4% |
| 7D | -3.6% | +25.1% | -28.7% | -2.5% |
| 30D | -4.3% | -11.5% | +7.2% | -4.1% |
| 3M | -10.4% | -44.7% | +34.3% | -10.8% |
| 6M | +33.1% | -64.5% | +97.6% | +35.7% |
| All | +32.2% | -62.6% | +94.8% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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