-36.3%
DXCM vs XYL
-17.7%
-18.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -0.9% |
| 7D | -3.2% | -5.0% | +1.8% | -0.5% |
| 30D | +6.3% | -13.2% | +19.6% | +14.6% |
| 3M | +21.1% | -3.7% | +24.8% | +23.1% |
| 6M | +20.6% | -17.7% | +38.3% | +33.2% |
| YTD | +32.4% | -21.5% | +54.0% | +49.2% |
| 1Y | +8.8% | -24.5% | +33.3% | +25.0% |
| 3Y | -13.7% | +6.9% | -20.7% | -25.7% |
| All | -36.3% | -17.7% | -18.6% | -38.2% |
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