+682.1%
XLV vs DXCM
+2,699.0%
-2,016.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -2.1% |
| 7D | -2.6% | -6.2% | +3.6% | -2.0% |
| 30D | +0.9% | -0.3% | +1.1% | +0.9% |
| 3M | +10.0% | +10.3% | -0.4% | +8.5% |
| 6M | +10.4% | +24.1% | -13.7% | +7.4% |
| YTD | +8.9% | +27.4% | -18.5% | +5.5% |
| 1Y | +23.4% | +8.4% | +15.0% | +21.2% |
| 3Y | +33.1% | -19.0% | +52.1% | +30.9% |
| 5Y | +33.3% | -38.6% | +71.9% | +32.6% |
| 10Y | +170.8% | +252.9% | -82.2% | +114.3% |
| All | +682.1% | +2,699.0% | -2,016.9% | +348.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling