+43.0%
NU vs DXCM
-17.4%
+60.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.8% | -2.1% |
| 7D | +4.0% | -3.7% | +7.7% | +4.5% |
| 30D | -25.1% | -5.0% | -20.1% | -24.7% |
| 3M | -12.8% | -8.8% | -4.0% | -12.0% |
| 6M | -12.5% | +31.9% | -44.3% | -16.6% |
| YTD | -27.8% | +20.4% | -48.3% | -30.4% |
| 1Y | -24.6% | +45.7% | -70.3% | -29.3% |
| All | +43.0% | -17.4% | +60.4% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling