-21.2%
DXCM vs NRG
+198.7%
-219.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.1% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | -5.6% | -6.8% | +1.2% | -5.0% |
| 3M | +13.0% | -7.1% | +20.2% | +12.8% |
| 6M | +24.7% | -27.6% | +52.2% | +28.6% |
| YTD | +27.3% | -29.2% | +56.5% | +31.4% |
| 1Y | +11.2% | -29.9% | +41.1% | +14.6% |
| All | -21.2% | +198.7% | -219.9% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling