+2,805.8%
DXCM vs XME
+242.3%
+2,563.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.5% |
| 3M | +21.1% | -7.7% | +28.8% | +23.5% |
| 6M | +20.6% | +1.0% | +19.6% | +17.5% |
| YTD | +32.4% | +14.6% | +17.8% | +21.7% |
| 1Y | +8.8% | +46.0% | -37.1% | -11.0% |
| 3Y | -13.7% | +127.0% | -140.8% | -43.4% |
| 5Y | -35.2% | +175.8% | -211.0% | -62.2% |
| 10Y | +281.8% | +414.6% | -132.8% | +50.3% |
| All | +2,805.8% | +242.3% | +2,563.5% | +850.1% |
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