+200.7%
XOM vs DXCM
-48.6%
+249.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | -0.1% |
| 7D | -7.3% | -3.7% | -3.6% | -7.2% |
| 30D | -2.6% | -5.0% | +2.3% | -2.5% |
| 3M | +3.6% | -8.8% | +12.4% | +3.9% |
| 6M | +15.3% | +31.9% | -16.6% | +13.6% |
| YTD | +39.4% | +20.4% | +19.0% | +37.7% |
| 1Y | +43.2% | +45.7% | -2.6% | +39.9% |
| 3Y | +74.9% | -15.0% | +90.0% | +72.4% |
| All | +200.7% | -48.6% | +249.3% | +198.6% |
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 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