+1,676.0%
DXCM vs XHB
+175.2%
+1,500.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | +0.2% |
| 7D | -3.7% | +1.2% | -4.8% | -4.2% |
| 30D | -5.0% | +8.9% | -13.8% | -9.8% |
| 3M | -8.8% | -4.2% | -4.7% | -6.8% |
| 6M | +31.9% | +1.4% | +30.5% | +28.9% |
| YTD | +20.4% | +1.2% | +19.2% | +16.8% |
| 1Y | +45.7% | -1.3% | +47.0% | +43.2% |
| 3Y | -15.0% | +36.6% | -51.6% | -35.8% |
| 5Y | -48.5% | +34.3% | -82.7% | -61.1% |
| 10Y | +411.2% | +241.1% | +170.2% | +96.9% |
| All | +1,676.0% | +175.2% | +1,500.8% | +403.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling