-38.7%
NOW vs DXCM
+44.8%
-83.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.6% | -7.0% | -2.5% |
| 7D | -27.5% | +12.5% | -40.1% | -30.7% |
| 30D | -20.0% | +1.8% | -21.9% | -20.6% |
| 3M | -7.9% | +1.8% | -9.7% | -8.6% |
| 6M | +18.3% | +47.4% | -29.1% | +4.1% |
| YTD | -29.0% | +33.3% | -62.3% | -37.3% |
| 1Y | -38.7% | +44.6% | -83.3% | -46.0% |
| All | -38.7% | +44.8% | -83.5% | -46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling