-15.2%
NU vs DXCM
+40.8%
-56.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.4% | +9.4% | +11.5% |
| 7D | +9.9% | +4.9% | +5.0% | +9.5% |
| 30D | -11.5% | -0.2% | -11.3% | -11.5% |
| 3M | -5.1% | -8.9% | +3.8% | -4.5% |
| 6M | +3.1% | +42.3% | -39.2% | -3.2% |
| YTD | -21.0% | +25.6% | -46.6% | -22.8% |
| 1Y | -15.2% | +39.5% | -54.7% | -17.5% |
| All | -15.2% | +40.8% | -56.0% | -17.5% |
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