+39.5%
DXCM vs XME
-2.0%
+41.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.6% |
| 7D | +4.9% | +0.3% | +4.6% | +4.9% |
| 30D | -0.2% | -6.1% | +6.0% | +0.6% |
| 3M | -8.9% | -18.6% | +9.7% | -6.9% |
| 6M | +42.3% | -23.9% | +66.2% | +48.9% |
| YTD | +25.6% | -9.3% | +34.9% | +19.9% |
| 1Y | +39.5% | +1.8% | +37.8% | +25.2% |
| All | +39.5% | -2.0% | +41.6% | +25.2% |
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