+260.9%
DXCM vs XHB
+202.9%
+58.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | 0.0% |
| 7D | -6.5% | -1.9% | -4.6% | -5.5% |
| 30D | -4.3% | -8.3% | +4.0% | 0.0% |
| 3M | +7.3% | -7.1% | +14.4% | +10.7% |
| 6M | +22.0% | -5.3% | +27.3% | +24.1% |
| YTD | +26.4% | -3.2% | +29.6% | +26.3% |
| 1Y | +7.0% | -13.9% | +20.8% | +13.4% |
| 3Y | -19.6% | +24.9% | -44.5% | -34.6% |
| 5Y | -39.3% | +34.5% | -73.8% | -53.6% |
| 10Y | +260.9% | +215.5% | +45.5% | +41.4% |
| All | +260.9% | +202.9% | +58.0% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling