+125.2%
XBI vs DXCM
-13.9%
+139.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.7% |
| 7D | -1.1% | +4.9% | -6.0% | -1.6% |
| 30D | +2.6% | -0.2% | +2.7% | +2.5% |
| 3M | -4.0% | -8.9% | +4.9% | -3.2% |
| 6M | +10.9% | +42.3% | -31.3% | +6.2% |
| YTD | +23.6% | +25.6% | -2.0% | +20.0% |
| 1Y | +35.1% | +39.5% | -4.4% | +29.6% |
| 3Y | +125.2% | -15.3% | +140.5% | +101.6% |
| All | +125.2% | -13.9% | +139.1% | +101.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling