-48.1%
DXCM vs NRG
+206.1%
-254.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | +4.9% | +10.0% | -5.0% | +3.4% |
| 30D | -0.2% | -3.2% | +3.1% | -0.1% |
| 3M | -8.9% | -18.5% | +9.6% | -6.5% |
| 6M | +42.3% | -25.3% | +67.6% | +46.6% |
| YTD | +25.6% | -38.1% | +63.7% | +33.5% |
| 1Y | +39.5% | -40.7% | +80.2% | +49.6% |
| 3Y | -15.3% | +121.8% | -137.0% | -41.3% |
| All | -48.1% | +206.1% | -254.2% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling