-26.0%
DXCM vs NXT
+246.1%
-272.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.3% | -11.3% | -6.2% |
| 7D | -3.5% | +32.2% | -35.7% | -4.3% |
| 30D | -5.8% | +21.9% | -27.7% | -6.4% |
| 3M | -4.3% | +6.6% | -10.9% | -4.6% |
| 6M | +31.6% | -16.8% | +48.4% | +31.8% |
| YTD | +19.6% | +20.4% | -0.8% | +16.8% |
| 1Y | +36.9% | -1.5% | +38.4% | +34.9% |
| 3Y | -16.3% | +182.4% | -198.7% | -25.4% |
| All | -26.0% | +246.1% | -272.1% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling