+76.1%
XBI vs DXCM
+11.0%
+65.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.2% |
| 7D | +0.9% | -3.2% | +4.1% | +1.0% |
| 30D | +7.1% | +6.3% | +0.7% | +6.7% |
| 3M | +22.9% | +21.1% | +1.8% | +21.1% |
| 6M | +29.7% | +20.6% | +9.1% | +27.8% |
| YTD | +34.5% | +32.4% | +2.0% | +31.6% |
| 1Y | +76.1% | +8.8% | +67.2% | +76.1% |
| All | +76.1% | +11.0% | +65.1% | +76.1% |
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