+373.7%
NEM vs DXCM
+2,810.6%
-2,436.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.6% |
| 7D | +0.3% | -3.2% | +3.5% | +0.6% |
| 30D | +23.1% | +6.3% | +16.7% | +22.4% |
| 3M | +18.5% | +21.1% | -2.6% | +16.2% |
| 6M | +7.8% | +20.6% | -12.8% | +5.6% |
| YTD | +29.1% | +32.4% | -3.3% | +25.6% |
| 1Y | +72.7% | +8.8% | +63.8% | +70.2% |
| 3Y | +248.7% | -13.7% | +262.5% | +242.0% |
| 5Y | +148.7% | -35.2% | +183.9% | +145.8% |
| 10Y | +304.8% | +281.8% | +23.0% | +226.5% |
| All | +373.7% | +2,810.6% | -2,436.9% | +154.1% |
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 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