+2,739.2%
DXCM vs NUE
+1,706.8%
+1,032.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.8% | +3.6% |
| 7D | +4.9% | +2.8% | +2.2% | +3.8% |
| 30D | -0.2% | -2.1% | +1.9% | +0.3% |
| 3M | -8.9% | -7.3% | -1.6% | -7.1% |
| 6M | +42.3% | +8.9% | +33.4% | +35.7% |
| YTD | +25.6% | +55.6% | -30.1% | +4.2% |
| 1Y | +39.5% | +74.7% | -35.1% | +10.8% |
| 3Y | -15.3% | +71.7% | -86.9% | -35.6% |
| 5Y | -48.4% | +141.2% | -189.7% | -67.6% |
| 10Y | +411.4% | +429.6% | -18.2% | +102.6% |
| All | +2,739.2% | +1,706.8% | +1,032.3% | +467.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling