+2,542.0%
DXCM vs XME
+179.0%
+2,363.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.6% |
| 7D | -3.7% | -0.2% | -3.5% | -3.8% |
| 30D | -5.0% | -9.2% | +4.2% | -1.5% |
| 3M | -8.8% | -17.8% | +8.9% | -2.1% |
| 6M | +31.9% | -20.0% | +51.9% | +41.0% |
| YTD | +20.4% | -6.6% | +27.0% | +19.6% |
| 1Y | +45.7% | +1.8% | +44.0% | +39.3% |
| 3Y | -15.0% | +98.7% | -113.8% | -41.5% |
| 5Y | -48.5% | +123.9% | -172.4% | -67.3% |
| 10Y | +411.2% | +277.9% | +133.4% | +129.6% |
| All | +2,542.0% | +179.0% | +2,363.0% | +833.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling