-48.1%
DXCM vs NDAQ
+66.7%
-114.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.5% |
| 7D | +4.9% | +1.3% | +3.7% | +4.1% |
| 30D | -0.2% | +18.0% | -18.1% | -9.9% |
| 3M | -8.9% | +11.5% | -20.4% | -15.1% |
| 6M | +42.3% | +21.1% | +21.2% | +25.0% |
| YTD | +25.6% | +12.8% | +12.7% | +14.5% |
| 1Y | +39.5% | +25.7% | +13.8% | +17.6% |
| 3Y | -15.3% | +116.8% | -132.1% | -53.4% |
| All | -48.1% | +66.7% | -114.8% | -66.8% |
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