-38.6%
DXCM vs XHB
+37.2%
-75.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.4% | -2.6% |
| 7D | -6.2% | +0.2% | -6.4% | -6.3% |
| 30D | -0.3% | -9.1% | +8.8% | +4.5% |
| 3M | +10.3% | -2.3% | +12.6% | +10.8% |
| 6M | +24.1% | -4.1% | +28.2% | +25.4% |
| YTD | +27.4% | -1.7% | +29.1% | +26.1% |
| 1Y | +8.4% | -15.1% | +23.5% | +15.9% |
| 3Y | -19.0% | +26.8% | -45.8% | -37.9% |
| 5Y | -38.6% | +37.3% | -75.9% | -55.4% |
| All | -38.6% | +37.2% | -75.8% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling