+597.9%
HPE vs DXCM
+290.5%
+307.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | +13.6% | -3.6% | +17.2% | +14.2% |
| 30D | -27.1% | -4.3% | -22.8% | -26.8% |
| 3M | -14.5% | -10.4% | -4.1% | -13.4% |
| 6M | +66.9% | +33.1% | +33.8% | +57.8% |
| YTD | +111.3% | +22.6% | +88.7% | +102.0% |
| 1Y | +117.5% | +36.5% | +80.9% | +104.3% |
| 3Y | +238.1% | -13.5% | +251.5% | +227.2% |
| 5Y | +292.4% | -49.6% | +342.0% | +299.9% |
| 10Y | +389.3% | +399.5% | -10.2% | +227.8% |
| All | +597.9% | +290.5% | +307.5% | +378.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling