+424.0%
NKE vs DXCM
+2,699.0%
-2,275.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.1% | -0.2% |
| 7D | -0.1% | -6.2% | +6.2% | +0.9% |
| 30D | -7.7% | -0.3% | -7.4% | -7.6% |
| 3M | -10.9% | +10.3% | -21.3% | -12.4% |
| 6M | -31.9% | +24.1% | -56.0% | -34.2% |
| YTD | -38.6% | +27.4% | -66.0% | -41.0% |
| 1Y | -46.9% | +8.4% | -55.3% | -48.0% |
| 3Y | -58.2% | -19.0% | -39.2% | -59.0% |
| 5Y | -74.0% | -38.6% | -35.4% | -74.0% |
| 10Y | -21.6% | +252.9% | -274.5% | -40.8% |
| All | +424.0% | +2,699.0% | -2,275.0% | +141.9% |
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