-38.6%
DXCM vs XME
+179.6%
-218.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -5.0% | -4.2% |
| 7D | -6.2% | +3.6% | -9.8% | -7.2% |
| 30D | -0.3% | +3.6% | -3.9% | -1.5% |
| 3M | +10.3% | +1.2% | +9.1% | +9.3% |
| 6M | +24.1% | +9.0% | +15.1% | +18.9% |
| YTD | +27.4% | +15.9% | +11.4% | +19.0% |
| 1Y | +8.4% | +43.2% | -34.8% | -7.2% |
| 3Y | -19.0% | +137.4% | -156.4% | -45.1% |
| 5Y | -38.6% | +185.0% | -223.6% | -61.5% |
| All | -38.6% | +179.6% | -218.2% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling