+419.3%
NKE vs DXCM
+2,595.0%
-2,175.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | -4.6% | -3.6% | -0.9% | -4.0% |
| 30D | +6.9% | -4.3% | +11.2% | +7.6% |
| 3M | -5.8% | -10.4% | +4.6% | -4.3% |
| 6M | -9.1% | +33.1% | -42.2% | -13.1% |
| YTD | -39.2% | +22.6% | -61.8% | -41.3% |
| 1Y | -39.2% | +36.5% | -75.8% | -42.3% |
| 3Y | -61.8% | -13.5% | -48.4% | -62.8% |
| 5Y | -75.5% | -49.6% | -25.9% | -74.8% |
| 10Y | -14.0% | +399.5% | -413.5% | -37.6% |
| All | +419.3% | +2,595.0% | -2,175.7% | +140.9% |
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