-26.4%
NOW vs DXCM
-50.2%
+23.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | +1.5% |
| 7D | -3.0% | -3.5% | +0.5% | -2.1% |
| 30D | -26.0% | -5.8% | -20.2% | -25.0% |
| 3M | -13.1% | -4.3% | -8.8% | -12.3% |
| 6M | +14.5% | +31.6% | -17.1% | +4.4% |
| YTD | -33.4% | +19.6% | -53.1% | -37.9% |
| 1Y | -40.6% | +36.9% | -77.5% | -47.0% |
| 3Y | -16.3% | -16.3% | 0.0% | -22.0% |
| All | -26.4% | -50.2% | +23.8% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling