+19.3%
NU vs DXCM
-43.1%
+62.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.4% | +1.8% |
| 7D | +2.8% | -9.2% | +11.9% | +5.6% |
| 30D | -23.0% | -6.5% | -16.6% | -21.8% |
| 3M | -9.7% | -10.3% | +0.5% | -7.4% |
| 6M | -8.7% | +35.4% | -44.2% | -18.7% |
| YTD | -26.4% | +21.1% | -47.5% | -32.4% |
| 1Y | -24.8% | +38.2% | -63.1% | -33.9% |
| 3Y | +44.6% | -14.6% | +59.2% | +29.5% |
| All | +19.3% | -43.1% | +62.4% | +25.2% |
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