+504.6%
NOW vs DXCM
+421.6%
+83.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.2% |
| 7D | -3.1% | -4.4% | +1.3% | -1.9% |
| 30D | -27.0% | -3.6% | -23.4% | -26.6% |
| 3M | -17.7% | -4.3% | -13.4% | -17.0% |
| 6M | +12.7% | +33.8% | -21.1% | +2.8% |
| YTD | -32.9% | +22.1% | -55.1% | -37.5% |
| 1Y | -40.4% | +47.4% | -87.8% | -47.5% |
| 3Y | -17.1% | -12.3% | -4.8% | -21.9% |
| 5Y | -25.7% | -49.1% | +23.4% | -20.9% |
| 10Y | +504.6% | +423.1% | +81.5% | +293.8% |
| All | +504.6% | +421.6% | +83.0% | +293.8% |
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