+169.4%
XLV vs DXCM
+260.4%
-91.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | -3.6% | -5.5% | +2.0% | -2.9% |
| 30D | -1.8% | -8.6% | +6.7% | -0.8% |
| 3M | +7.8% | +10.3% | -2.6% | +6.3% |
| 6M | +9.1% | +25.2% | -16.1% | +5.7% |
| YTD | +7.7% | +25.1% | -17.4% | +4.3% |
| 1Y | +20.4% | +9.2% | +11.2% | +18.0% |
| 3Y | +30.8% | -22.6% | +53.4% | +29.1% |
| 5Y | +34.6% | -39.5% | +74.2% | +33.6% |
| All | +169.4% | +260.4% | -91.0% | +133.0% |
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