+2,605.6%
DXCM vs NDAQ
+3,704.5%
-1,098.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.3% | -6.3% | -6.1% |
| 7D | -3.5% | +0.8% | -4.3% | -3.8% |
| 30D | -5.8% | +16.5% | -22.3% | -12.3% |
| 3M | -4.3% | +13.5% | -17.8% | -10.0% |
| 6M | +31.6% | +20.9% | +10.6% | +19.6% |
| YTD | +19.6% | +11.4% | +8.2% | +12.1% |
| 1Y | +36.9% | +25.9% | +10.9% | +21.1% |
| 3Y | -16.3% | +119.9% | -136.1% | -42.8% |
| 5Y | -50.0% | +61.7% | -111.8% | -60.8% |
| 10Y | +413.2% | +481.6% | -68.4% | +127.3% |
| All | +2,605.6% | +3,704.5% | -1,098.9% | +725.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling