+1,463.5%
NEE vs DXCM
+2,810.6%
-1,347.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.6% |
| 7D | +1.9% | -3.2% | +5.2% | +2.2% |
| 30D | -2.2% | +6.3% | -8.5% | -2.7% |
| 3M | -1.2% | +21.1% | -22.3% | -3.0% |
| 6M | -8.6% | +20.6% | -29.1% | -10.4% |
| YTD | +6.2% | +32.4% | -26.2% | +3.1% |
| 1Y | +21.1% | +8.8% | +12.3% | +19.3% |
| 3Y | +36.4% | -13.7% | +50.1% | +33.4% |
| 5Y | +11.4% | -35.2% | +46.5% | +10.1% |
| 10Y | +250.0% | +281.8% | -31.8% | +189.6% |
| All | +1,463.5% | +2,810.6% | -1,347.1% | +830.8% |
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 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