+20.8%
XBI vs DXCM
-38.0%
+58.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -3.6% | -6.5% | +2.9% | -2.1% |
| 30D | +0.9% | -4.3% | +5.2% | +1.8% |
| 3M | +21.4% | +7.3% | +14.2% | +18.5% |
| 6M | +25.5% | +22.0% | +3.5% | +18.2% |
| YTD | +30.8% | +26.4% | +4.5% | +22.0% |
| 1Y | +68.6% | +7.0% | +61.6% | +62.6% |
| 3Y | +103.9% | -19.6% | +123.5% | +93.8% |
| 5Y | +20.8% | -39.3% | +60.0% | +17.5% |
| All | +20.8% | -38.0% | +58.8% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling