-50.1%
DXCM vs NDAQ
+60.8%
-110.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.3% | -6.3% | -6.1% |
| 7D | -3.5% | +0.8% | -4.3% | -3.9% |
| 30D | -5.8% | +16.5% | -22.3% | -14.4% |
| 3M | -4.3% | +13.5% | -17.8% | -11.8% |
| 6M | +31.6% | +20.9% | +10.6% | +15.6% |
| YTD | +19.6% | +11.4% | +8.2% | +9.9% |
| 1Y | +36.9% | +25.9% | +10.9% | +15.0% |
| 3Y | -16.3% | +119.9% | -136.1% | -54.6% |
| All | -50.1% | +60.8% | -110.9% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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