+2,673.1%
DXCM vs NI
+1,042.2%
+1,630.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | -3.6% | +3.1% | -6.7% | -5.0% |
| 30D | -4.3% | +11.2% | -15.5% | -9.2% |
| 3M | -10.4% | +9.8% | -20.2% | -14.7% |
| 6M | +33.1% | -1.6% | +34.7% | +33.2% |
| YTD | +22.6% | +12.6% | +10.0% | +14.3% |
| 1Y | +36.5% | +7.8% | +28.7% | +30.0% |
| 3Y | -13.5% | +100.5% | -114.0% | -41.1% |
| 5Y | -49.6% | +114.4% | -164.1% | -67.7% |
| 10Y | +399.5% | +193.9% | +205.5% | +138.7% |
| All | +2,673.1% | +1,042.2% | +1,630.9% | +306.9% |
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