-18.0%
DXCM vs NXT
+178.8%
-196.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.1% |
| 7D | -3.2% | -1.1% | -2.1% | -3.2% |
| 30D | +6.3% | -15.3% | +21.7% | +6.9% |
| 3M | +21.1% | -43.8% | +64.9% | +23.8% |
| 6M | +20.6% | -18.7% | +39.2% | +19.9% |
| YTD | +32.4% | -3.0% | +35.4% | +30.3% |
| 1Y | +8.8% | +22.7% | -13.9% | +4.8% |
| 3Y | -13.7% | +95.9% | -109.7% | -21.6% |
| All | -18.0% | +178.8% | -196.8% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling