+411.2%
DXCM vs XHB
+248.4%
+162.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.1% |
| 7D | -3.7% | +1.2% | -4.8% | -4.1% |
| 30D | -5.0% | +8.9% | -13.8% | -9.0% |
| 3M | -8.8% | -4.2% | -4.7% | -7.1% |
| 6M | +31.9% | +1.4% | +30.5% | +29.5% |
| YTD | +20.4% | +1.2% | +19.2% | +17.5% |
| 1Y | +45.7% | -1.3% | +47.0% | +43.8% |
| 3Y | -15.0% | +36.6% | -51.6% | -34.1% |
| 5Y | -48.5% | +34.3% | -82.7% | -60.5% |
| 10Y | +411.2% | +241.1% | +170.2% | +101.8% |
| All | +411.2% | +248.4% | +162.8% | +101.8% |
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