+44.6%
DXCM vs XYL
-30.7%
+75.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.0% | +1.7% | +5.2% |
| 7D | +12.5% | +14.5% | -2.0% | +8.7% |
| 30D | +1.8% | -1.3% | +3.2% | +0.9% |
| 3M | +1.8% | -17.0% | +18.7% | +8.1% |
| 6M | +47.4% | -11.3% | +58.7% | +52.0% |
| YTD | +33.3% | -25.0% | +58.3% | +43.1% |
| 1Y | +44.6% | -31.5% | +76.2% | +61.4% |
| All | +44.6% | -30.7% | +75.3% | +61.4% |
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