+373.3%
DXCM vs NI
+196.3%
+177.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -3.6% | +3.1% | -6.7% | -4.5% |
| 30D | -4.3% | +11.2% | -15.5% | -7.2% |
| 3M | -10.4% | +9.8% | -20.2% | -12.9% |
| 6M | +33.1% | -1.6% | +34.7% | +33.4% |
| YTD | +22.6% | +12.6% | +10.0% | +17.7% |
| 1Y | +36.5% | +7.8% | +28.7% | +32.8% |
| 3Y | -13.5% | +100.5% | -114.0% | -30.9% |
| 5Y | -49.6% | +114.4% | -164.1% | -60.8% |
| All | +373.3% | +196.3% | +177.0% | +241.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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