+343.8%
HPE vs DXCM
-38.1%
+381.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.8% | +11.6% | +8.3% |
| 7D | +10.1% | -6.2% | +16.4% | +11.2% |
| 30D | +5.3% | -0.3% | +5.5% | +5.3% |
| 3M | +12.7% | +10.3% | +2.4% | +10.5% |
| 6M | +167.7% | +24.1% | +143.5% | +157.0% |
| YTD | +135.5% | +27.4% | +108.1% | +124.8% |
| 1Y | +143.4% | +8.4% | +135.0% | +137.7% |
| 3Y | +249.2% | -19.0% | +268.2% | +239.6% |
| 5Y | +343.8% | -38.6% | +382.4% | +320.8% |
| All | +343.8% | -38.1% | +381.9% | +320.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling