+673.5%
NBIS vs DXCM
+11.8%
+661.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +0.5% | +14.9% | +15.3% |
| 7D | +9.3% | -9.2% | +18.5% | +11.8% |
| 30D | -26.4% | -6.5% | -19.9% | -25.3% |
| 3M | -19.9% | -10.3% | -9.7% | -18.2% |
| 6M | -16.9% | +35.4% | -52.3% | -28.4% |
| YTD | +84.8% | +21.1% | +63.7% | +68.5% |
| 1Y | +51.3% | +38.2% | +13.1% | +30.7% |
| All | +673.5% | +11.8% | +661.7% | +737.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling