-16.3%
DXCM vs XME
+84.7%
-101.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.4% | -9.3% | -6.6% |
| 7D | -3.5% | -4.5% | +1.0% | -2.7% |
| 30D | -5.8% | -10.9% | +5.1% | -4.0% |
| 3M | -4.3% | -15.3% | +10.9% | -1.9% |
| 6M | +31.6% | -24.6% | +56.2% | +38.0% |
| YTD | +19.6% | -9.6% | +29.3% | +19.5% |
| 1Y | +36.9% | +2.9% | +34.0% | +32.4% |
| 3Y | -16.3% | +86.9% | -103.2% | -36.2% |
| All | -16.3% | +84.7% | -101.0% | -36.2% |
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 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