+2,780.1%
DXCM vs NRG
+848.9%
+1,931.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.4% | -4.0% |
| 7D | -6.2% | +9.3% | -15.5% | -8.7% |
| 30D | -0.3% | +1.3% | -1.5% | -1.0% |
| 3M | +10.3% | -6.0% | +16.3% | +10.2% |
| 6M | +24.1% | -22.0% | +46.1% | +29.7% |
| YTD | +27.4% | -24.1% | +51.5% | +33.3% |
| 1Y | +8.4% | -18.0% | +26.4% | +9.9% |
| 3Y | -19.0% | +220.0% | -239.0% | -50.1% |
| 5Y | -38.6% | +201.1% | -239.7% | -62.3% |
| 10Y | +252.9% | +1,085.1% | -832.2% | +30.1% |
| All | +2,780.1% | +848.9% | +1,931.2% | +725.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling