-15.3%
DXCM vs NXT
+175.5%
-190.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.3% |
| 7D | +4.9% | -9.4% | +14.3% | +5.2% |
| 30D | -0.2% | +15.1% | -15.3% | -0.4% |
| 3M | -8.9% | -9.1% | +0.2% | -8.7% |
| 6M | +42.3% | -30.3% | +72.6% | +43.5% |
| YTD | +25.6% | +9.1% | +16.5% | +23.3% |
| 1Y | +39.5% | +7.9% | +31.7% | +37.0% |
| 3Y | -15.3% | +176.5% | -191.8% | -23.1% |
| All | -15.3% | +175.5% | -190.8% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling