+257.0%
DXCM vs NRG
+1,083.9%
-827.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.1% |
| 7D | -5.5% | -4.7% | -0.9% | -4.5% |
| 30D | -8.6% | -6.0% | -2.6% | -7.5% |
| 3M | +10.3% | -8.0% | +18.3% | +10.7% |
| 6M | +25.2% | -23.2% | +48.4% | +30.5% |
| YTD | +25.1% | -28.1% | +53.2% | +32.0% |
| 1Y | +9.2% | -27.3% | +36.5% | +14.2% |
| 3Y | -22.6% | +208.7% | -231.3% | -51.6% |
| 5Y | -39.5% | +197.7% | -237.2% | -62.6% |
| All | +257.0% | +1,083.9% | -827.0% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling