+1,980.5%
NOW vs DXCM
+2,512.8%
-532.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.5% | -1.4% | -4.6% |
| 7D | -6.7% | +5.7% | -12.3% | -8.3% |
| 30D | -25.8% | +1.3% | -27.1% | -26.4% |
| 3M | -12.7% | +2.2% | -14.9% | -13.6% |
| 6M | +11.2% | +42.0% | -30.7% | -0.3% |
| YTD | -33.2% | +27.3% | -60.4% | -38.5% |
| 1Y | -41.8% | +42.5% | -84.3% | -48.3% |
| 3Y | -15.7% | -13.3% | -2.3% | -20.0% |
| 5Y | -26.0% | -46.8% | +20.8% | -21.7% |
| 10Y | +515.1% | +445.8% | +69.3% | +223.3% |
| All | +1,980.5% | +2,512.8% | -532.4% | +612.5% |
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