+11.2%
DXCM vs XHB
-16.2%
+27.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.3% |
| 7D | -5.8% | -5.2% | -0.6% | -4.5% |
| 30D | -5.6% | -12.1% | +6.5% | -2.6% |
| 3M | +13.0% | -6.2% | +19.2% | +14.1% |
| 6M | +24.7% | -6.7% | +31.4% | +25.3% |
| YTD | +27.3% | -5.5% | +32.8% | +28.2% |
| 1Y | +11.2% | -15.6% | +26.8% | +13.7% |
| All | +11.2% | -16.2% | +27.4% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling