-38.6%
DXCM vs NI
+100.2%
-138.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -5.1% | -4.2% |
| 7D | -6.2% | +2.3% | -8.5% | -6.9% |
| 30D | -0.3% | -1.7% | +1.4% | +0.2% |
| 3M | +10.3% | -8.0% | +18.3% | +13.0% |
| 6M | +24.1% | -8.6% | +32.8% | +27.1% |
| YTD | +27.4% | +2.3% | +25.0% | +25.4% |
| 1Y | +8.4% | +6.9% | +1.4% | +4.8% |
| 3Y | -19.0% | +70.6% | -89.5% | -33.4% |
| 5Y | -38.6% | +96.4% | -135.0% | -47.5% |
| All | -38.6% | +100.2% | -138.8% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling