+8.4%
DXCM vs XME
+42.7%
-34.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -5.0% | -3.9% |
| 7D | -6.2% | +3.6% | -9.8% | -6.5% |
| 30D | -0.3% | +3.6% | -3.9% | -0.6% |
| 3M | +10.3% | +1.2% | +9.1% | +11.2% |
| 6M | +24.1% | +9.0% | +15.1% | +22.6% |
| YTD | +27.4% | +15.9% | +11.4% | +26.8% |
| 1Y | +8.4% | +43.2% | -34.8% | +18.2% |
| All | +8.4% | +42.7% | -34.3% | +18.2% |
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 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