-19.0%
DXCM vs NI
+71.0%
-90.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -5.1% | -4.0% |
| 7D | -6.2% | +2.3% | -8.5% | -6.5% |
| 30D | -0.3% | -1.7% | +1.4% | 0.0% |
| 3M | +10.3% | -8.0% | +18.3% | +11.7% |
| 6M | +24.1% | -8.6% | +32.8% | +25.6% |
| YTD | +27.4% | +2.3% | +25.0% | +26.2% |
| 1Y | +8.4% | +6.9% | +1.4% | +6.4% |
| 3Y | -19.0% | +70.6% | -89.5% | -20.1% |
| All | -19.0% | +71.0% | -90.0% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling