+489.7%
HPE vs DXCM
+266.8%
+222.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -7.0% | -6.4% |
| 7D | +1.4% | -5.8% | +7.2% | +2.2% |
| 30D | +1.5% | -5.6% | +7.2% | +2.3% |
| 3M | +21.7% | +13.0% | +8.7% | +19.0% |
| 6M | +164.2% | +24.7% | +139.5% | +153.9% |
| YTD | +132.1% | +27.3% | +104.7% | +122.1% |
| 1Y | +130.6% | +11.2% | +119.4% | +124.3% |
| 3Y | +244.1% | -19.0% | +263.1% | +237.1% |
| 5Y | +340.8% | -38.5% | +379.3% | +336.2% |
| All | +489.7% | +266.8% | +222.9% | +373.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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