+3,025.3%
DXCM vs XYL
+449.8%
+2,575.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.1% |
| 7D | -3.2% | -5.0% | +1.8% | -1.1% |
| 30D | +6.3% | -13.2% | +19.6% | +12.9% |
| 3M | +21.1% | -3.7% | +24.8% | +22.8% |
| 6M | +20.6% | -17.7% | +38.3% | +30.6% |
| YTD | +32.4% | -21.5% | +54.0% | +45.9% |
| 1Y | +8.8% | -24.5% | +33.3% | +21.7% |
| 3Y | -13.7% | +6.9% | -20.7% | -19.7% |
| 5Y | -35.2% | -18.1% | -17.1% | -33.8% |
| 10Y | +281.8% | +134.7% | +147.1% | +140.0% |
| All | +3,025.3% | +449.8% | +2,575.6% | +1,233.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling