-19.0%
DXCM vs NUE
+59.4%
-78.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.5% |
| 7D | -6.2% | +1.8% | -8.0% | -6.5% |
| 30D | -0.3% | -6.0% | +5.7% | +0.7% |
| 3M | +10.3% | +1.4% | +8.9% | +9.7% |
| 6M | +24.1% | +52.8% | -28.7% | +13.7% |
| YTD | +27.4% | +58.1% | -30.8% | +15.7% |
| 1Y | +8.4% | +80.4% | -72.0% | -4.3% |
| 3Y | -19.0% | +62.3% | -81.3% | -32.5% |
| All | -19.0% | +59.4% | -78.4% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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