-3.2%
NU vs DXCM
+8.4%
-11.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | +0.1% |
| 7D | -4.2% | -5.8% | +1.6% | -3.9% |
| 30D | +10.0% | -5.6% | +15.6% | +10.3% |
| 3M | +29.3% | +13.0% | +16.2% | +27.4% |
| 6M | +0.9% | +24.7% | -23.7% | -1.7% |
| YTD | -10.3% | +27.3% | -37.6% | -12.5% |
| 1Y | -3.2% | +11.2% | -14.4% | -5.5% |
| All | -3.2% | +8.4% | -11.5% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling