+71.1%
NEM vs DXCM
+8.1%
+63.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.4% |
| 7D | +3.1% | -6.5% | +9.5% | +3.7% |
| 30D | +10.0% | -4.3% | +14.3% | +10.4% |
| 3M | +30.9% | +7.3% | +23.6% | +29.8% |
| 6M | +10.5% | +22.0% | -11.5% | +7.2% |
| YTD | +29.7% | +26.4% | +3.4% | +25.4% |
| 1Y | +71.1% | +7.0% | +64.1% | +56.1% |
| All | +71.1% | +8.1% | +63.0% | +56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling