+390.2%
HPE vs DXCM
+412.4%
-22.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.8% |
| 7D | +0.3% | -9.2% | +9.5% | +1.7% |
| 30D | -28.6% | -6.5% | -22.1% | -28.0% |
| 3M | -7.4% | -10.3% | +2.9% | -6.3% |
| 6M | +63.7% | +35.4% | +28.2% | +54.7% |
| YTD | +111.7% | +21.1% | +90.6% | +103.2% |
| 1Y | +123.5% | +38.2% | +85.3% | +110.3% |
| 3Y | +238.7% | -14.6% | +253.3% | +228.9% |
| 5Y | +261.0% | -49.6% | +310.6% | +266.5% |
| 10Y | +390.2% | +393.1% | -2.9% | +263.5% |
| All | +390.2% | +412.4% | -22.2% | +263.5% |
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