+599.5%
XYZ vs DXCM
+410.2%
+189.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +4.1% |
| 7D | +12.1% | -3.5% | +15.6% | +13.9% |
| 30D | +12.4% | -5.8% | +18.2% | +15.1% |
| 3M | +8.2% | -4.3% | +12.5% | +9.9% |
| 6M | +20.7% | +31.6% | -10.9% | +6.2% |
| YTD | +31.3% | +19.6% | +11.7% | +19.8% |
| 1Y | +20.5% | +36.9% | -16.4% | +3.7% |
| 3Y | +72.6% | -16.3% | +88.9% | +58.5% |
| 5Y | -64.0% | -50.0% | -14.0% | -59.8% |
| All | +599.5% | +410.2% | +189.3% | +325.6% |
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 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