+2,894.9%
DXCM vs NI
+925.0%
+1,969.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -3.2% | +2.0% | -5.2% | -4.2% |
| 30D | +6.3% | -3.5% | +9.9% | +8.1% |
| 3M | +21.1% | -9.1% | +30.2% | +26.5% |
| 6M | +20.6% | -11.8% | +32.4% | +27.5% |
| YTD | +32.4% | +1.1% | +31.3% | +30.4% |
| 1Y | +8.8% | +6.7% | +2.1% | +3.9% |
| 3Y | -13.7% | +71.1% | -84.8% | -36.9% |
| 5Y | -35.2% | +94.3% | -129.5% | -56.4% |
| 10Y | +281.8% | +135.8% | +146.0% | +107.5% |
| All | +2,894.9% | +925.0% | +1,969.8% | +364.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling