-75.5%
NKE vs DXCM
-49.9%
-25.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | -4.6% | -3.6% | -0.9% | -3.8% |
| 30D | +6.9% | -4.3% | +11.2% | +7.8% |
| 3M | -5.8% | -10.4% | +4.6% | -3.8% |
| 6M | -9.1% | +33.1% | -42.2% | -14.5% |
| YTD | -39.2% | +22.6% | -61.8% | -42.0% |
| 1Y | -39.2% | +36.5% | -75.8% | -43.3% |
| 3Y | -61.8% | -13.5% | -48.4% | -64.1% |
| All | -75.5% | -49.9% | -25.6% | -75.6% |
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