-12.3%
DXCM vs XHB
+41.0%
-53.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +1.0% |
| 7D | -4.4% | +1.3% | -5.7% | -4.7% |
| 30D | -3.6% | +11.8% | -15.4% | -6.6% |
| 3M | -4.3% | -3.8% | -0.5% | -3.4% |
| 6M | +33.8% | +4.1% | +29.7% | +31.4% |
| YTD | +22.1% | +4.0% | +18.2% | +19.6% |
| 1Y | +47.4% | +1.6% | +45.8% | +45.2% |
| 3Y | -12.3% | +43.2% | -55.4% | -25.6% |
| All | -12.3% | +41.0% | -53.2% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling