+263.7%
DXCM vs XYL
+143.3%
+120.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.0% | -6.8% | -5.1% |
| 7D | -6.2% | +1.8% | -8.0% | -7.0% |
| 30D | -0.3% | -9.2% | +9.0% | +3.8% |
| 3M | +10.3% | -0.3% | +10.6% | +10.1% |
| 6M | +24.1% | -11.0% | +35.1% | +29.9% |
| YTD | +27.4% | -19.2% | +46.6% | +38.5% |
| 1Y | +8.4% | -21.2% | +29.6% | +18.9% |
| 3Y | -19.0% | +18.6% | -37.6% | -28.4% |
| 5Y | -38.6% | -14.3% | -24.3% | -39.6% |
| All | +263.7% | +143.3% | +120.4% | +106.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling