-49.1%
DXCM vs XYL
-20.5%
-28.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.4% |
| 7D | -4.4% | +2.1% | -6.4% | -5.2% |
| 30D | -3.6% | -3.4% | -0.3% | -3.0% |
| 3M | -4.3% | -17.2% | +12.8% | +4.0% |
| 6M | +33.8% | -12.0% | +45.8% | +40.4% |
| YTD | +22.1% | -26.3% | +48.4% | +40.1% |
| 1Y | +47.4% | -33.5% | +80.9% | +78.9% |
| 3Y | -12.3% | +6.4% | -18.7% | -26.4% |
| 5Y | -49.1% | -20.9% | -28.2% | -46.0% |
| All | -49.1% | -20.5% | -28.6% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling