+808.8%
NOW vs DXCM
+279.8%
+529.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.4% |
| 7D | -2.4% | -3.2% | +0.8% | -1.4% |
| 30D | +20.5% | +6.3% | +14.2% | +18.4% |
| 3M | +18.3% | +21.1% | -2.7% | +11.7% |
| 6M | +24.1% | +20.6% | +3.5% | +16.9% |
| YTD | -7.8% | +32.4% | -40.2% | -15.6% |
| 1Y | -21.4% | +8.8% | -30.2% | -24.6% |
| 3Y | +19.5% | -13.7% | +33.3% | +13.2% |
| 5Y | +4.1% | -35.2% | +39.3% | +3.9% |
| All | +808.8% | +279.8% | +529.0% | +563.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling