+28.0%
NU vs DXCM
-41.0%
+69.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.4% | +9.4% | +11.0% |
| 7D | +9.9% | +4.9% | +5.0% | +8.4% |
| 30D | -11.5% | -0.2% | -11.3% | -11.7% |
| 3M | -5.1% | -8.9% | +3.8% | -3.0% |
| 6M | +3.1% | +42.3% | -39.2% | -9.4% |
| YTD | -21.0% | +25.6% | -46.6% | -28.2% |
| 1Y | -15.2% | +39.5% | -54.7% | -25.6% |
| 3Y | +56.4% | -15.3% | +71.7% | +42.2% |
| All | +28.0% | -41.0% | +69.0% | +32.9% |
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