+136.6%
NEM vs DXCM
-49.4%
+186.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.7% | -4.0% |
| 7D | +11.6% | -3.7% | +15.3% | +11.9% |
| 30D | +1.8% | -5.0% | +6.8% | +2.2% |
| 3M | +2.5% | -8.8% | +11.3% | +3.1% |
| 6M | +3.4% | +31.9% | -28.4% | +0.8% |
| YTD | +20.9% | +20.4% | +0.5% | +18.8% |
| 1Y | +37.2% | +45.7% | -8.5% | +33.2% |
| 3Y | +271.6% | -15.0% | +286.7% | +264.0% |
| 5Y | +136.6% | -48.5% | +185.1% | +133.5% |
| All | +136.6% | -49.4% | +186.1% | +133.5% |
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