+300.2%
NEM vs DXCM
+266.8%
+33.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.7% | -2.0% |
| 7D | -3.3% | -5.8% | +2.5% | -2.9% |
| 30D | +7.8% | -5.6% | +13.4% | +8.2% |
| 3M | +36.3% | +13.0% | +23.2% | +34.9% |
| 6M | +6.6% | +24.7% | -18.1% | +4.6% |
| YTD | +27.1% | +27.3% | -0.2% | +24.7% |
| 1Y | +62.3% | +11.2% | +51.1% | +60.3% |
| 3Y | +245.1% | -19.0% | +264.1% | +241.0% |
| 5Y | +154.0% | -38.5% | +192.5% | +152.0% |
| All | +300.2% | +266.8% | +33.4% | +335.8% |
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