+45.4%
NU vs DXCM
-40.1%
+85.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.1% |
| 7D | -4.2% | -5.8% | +1.6% | -2.5% |
| 30D | +10.0% | -5.6% | +15.6% | +11.8% |
| 3M | +29.3% | +13.0% | +16.2% | +23.2% |
| 6M | +0.9% | +24.7% | -23.7% | -7.2% |
| YTD | -10.3% | +27.3% | -37.6% | -18.4% |
| 1Y | -3.2% | +11.2% | -14.4% | -8.9% |
| 3Y | +120.6% | -19.0% | +139.6% | +105.2% |
| All | +45.4% | -40.1% | +85.5% | +51.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling