-12.3%
DXCM vs NWSA
+26.5%
-38.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | -4.4% | -10.5% | +6.2% | -1.0% |
| 30D | -3.6% | -8.8% | +5.1% | -0.9% |
| 3M | -4.3% | -6.5% | +2.2% | -2.4% |
| 6M | +33.8% | -1.3% | +35.1% | +33.7% |
| YTD | +22.1% | +2.5% | +19.7% | +20.3% |
| 1Y | +47.4% | +0.2% | +47.2% | +46.1% |
| 3Y | -12.3% | +27.6% | -39.9% | -20.1% |
| All | -12.3% | +26.5% | -38.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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