+8.4%
DXCM vs NXT
+20.2%
-11.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -5.0% | -3.8% |
| 7D | -6.2% | +2.9% | -9.1% | -6.1% |
| 30D | -0.3% | -17.2% | +17.0% | -1.1% |
| 3M | +10.3% | -32.0% | +42.3% | +9.5% |
| 6M | +24.1% | -15.8% | +39.9% | +21.7% |
| YTD | +27.4% | -1.9% | +29.3% | +26.5% |
| 1Y | +8.4% | +22.5% | -14.1% | +10.3% |
| All | +8.4% | +20.2% | -11.8% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1y: compounded portfolio wealth divided by compounded NXT 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…
1y analysis · Full analysis span regression · 6 months rolling