+1,022.8%
NBIS vs DXCM
+15.5%
+1,007.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.1% |
| 7D | -0.8% | -5.5% | +4.7% | +0.6% |
| 30D | -13.4% | -8.6% | -4.8% | -11.5% |
| 3M | +1.0% | +10.3% | -9.3% | -3.0% |
| 6M | +100.5% | +25.2% | +75.3% | +81.6% |
| YTD | +168.3% | +25.1% | +143.2% | +143.7% |
| 1Y | +151.8% | +9.2% | +142.5% | +142.5% |
| All | +1,022.8% | +15.5% | +1,007.2% | +1,111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 10y: compounded portfolio wealth divided by compounded DXCM 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…
10y analysis · Full analysis span regression · 6 months rolling