+47.9%
XBI vs DXCM
+44.8%
+3.1%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.6% | -4.0% | +2.1% |
| 7D | +1.0% | +12.5% | -11.5% | -0.1% |
| 30D | +1.9% | +1.8% | 0.0% | +1.7% |
| 3M | +4.8% | +1.8% | +3.0% | +4.5% |
| 6M | +19.3% | +47.4% | -28.1% | +12.3% |
| YTD | +30.6% | +33.3% | -2.7% | +27.2% |
| 1Y | +47.9% | +44.6% | +3.3% | +41.3% |
| All | +47.9% | +44.8% | +3.1% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling