+260.9%
DXCM vs XME
+412.4%
-151.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.6% |
| 7D | -6.5% | -0.2% | -6.3% | -6.4% |
| 30D | -4.3% | +1.4% | -5.7% | -4.9% |
| 3M | +7.3% | +2.7% | +4.5% | +5.6% |
| 6M | +22.0% | +6.5% | +15.5% | +17.8% |
| YTD | +26.4% | +15.2% | +11.2% | +18.6% |
| 1Y | +7.0% | +43.5% | -36.5% | -7.5% |
| 3Y | -19.6% | +135.9% | -155.5% | -42.8% |
| 5Y | -39.3% | +181.5% | -220.7% | -59.8% |
| 10Y | +260.9% | +436.9% | -175.9% | +67.2% |
| All | +260.9% | +412.4% | -151.5% | +67.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling