+150.7%
XBI vs DXCM
+266.8%
-116.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -4.6% | -5.8% | +1.2% | -3.3% |
| 30D | -0.8% | -5.6% | +4.8% | +0.5% |
| 3M | +21.8% | +13.0% | +8.8% | +17.3% |
| 6M | +23.2% | +24.7% | -1.5% | +15.3% |
| YTD | +28.7% | +27.3% | +1.4% | +19.7% |
| 1Y | +67.8% | +11.2% | +56.6% | +59.9% |
| 3Y | +100.6% | -19.0% | +119.7% | +91.9% |
| 5Y | +19.8% | -38.5% | +58.3% | +18.9% |
| All | +150.7% | +266.8% | -116.1% | +83.9% |
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