+8.8%
DXCM vs XYL
-23.4%
+32.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.2% |
| 7D | -3.2% | -5.0% | +1.8% | -1.2% |
| 30D | +6.3% | -13.2% | +19.6% | +12.5% |
| 3M | +21.1% | -3.7% | +24.8% | +23.0% |
| 6M | +20.6% | -17.7% | +38.3% | +29.2% |
| YTD | +32.4% | -21.5% | +54.0% | +41.8% |
| 1Y | +8.8% | -24.5% | +33.3% | +16.4% |
| All | +8.8% | -23.4% | +32.2% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling