+1,527.8%
NEE vs DXCM
+2,584.4%
-1,056.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.3% |
| 7D | +2.2% | -4.4% | +6.5% | +2.5% |
| 30D | +12.3% | -3.6% | +15.9% | +12.5% |
| 3M | +3.4% | -4.3% | +7.7% | +3.7% |
| 6M | -5.3% | +33.8% | -39.1% | -8.1% |
| YTD | +10.6% | +22.1% | -11.6% | +8.0% |
| 1Y | +6.5% | +47.4% | -40.9% | +2.3% |
| 3Y | +73.5% | -12.3% | +85.8% | +69.8% |
| 5Y | +17.0% | -49.1% | +66.1% | +18.0% |
| 10Y | +281.9% | +423.1% | -141.3% | +208.1% |
| All | +1,527.8% | +2,584.4% | -1,056.7% | +874.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling