-16.2%
DXCM vs XME
+134.1%
-150.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | +6.3% | +6.0% | +0.4% | +5.0% |
| 3M | +21.1% | -7.7% | +28.8% | +23.4% |
| 6M | +20.6% | +1.0% | +19.6% | +19.6% |
| YTD | +32.4% | +14.6% | +17.8% | +27.0% |
| 1Y | +8.8% | +46.0% | -37.1% | -3.2% |
| All | -16.2% | +134.1% | -150.3% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling