+44.6%
DXCM vs XME
+5.2%
+39.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.7% | +6.7% |
| 7D | +12.5% | -5.5% | +18.0% | +13.1% |
| 30D | +1.8% | -11.1% | +12.9% | +2.9% |
| 3M | +1.8% | -11.1% | +12.9% | +2.5% |
| 6M | +47.4% | -18.0% | +65.4% | +49.9% |
| YTD | +33.3% | -7.4% | +40.7% | +31.0% |
| 1Y | +44.6% | +6.7% | +38.0% | +39.6% |
| All | +44.6% | +5.2% | +39.4% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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