-48.1%
DXCM vs NI
+113.9%
-162.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | +4.9% | +4.3% | +0.6% | +3.6% |
| 30D | -0.2% | +12.4% | -12.5% | -3.5% |
| 3M | -8.9% | +10.2% | -19.1% | -11.6% |
| 6M | +42.3% | -0.8% | +43.1% | +42.5% |
| YTD | +25.6% | +13.2% | +12.3% | +19.8% |
| 1Y | +39.5% | +10.1% | +29.5% | +34.5% |
| 3Y | -15.3% | +103.1% | -118.4% | -35.2% |
| All | -48.1% | +113.9% | -162.0% | -58.4% |
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