+45.2%
NU vs DXCM
-40.6%
+85.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -2.6% | -6.5% | +3.9% | -0.6% |
| 30D | +8.2% | -4.3% | +12.5% | +9.5% |
| 3M | +26.3% | +7.3% | +19.0% | +22.3% |
| 6M | +2.2% | +22.0% | -19.8% | -5.4% |
| YTD | -10.4% | +26.4% | -36.8% | -18.3% |
| 1Y | -3.0% | +7.0% | -10.0% | -7.6% |
| 3Y | +120.3% | -19.6% | +139.9% | +105.4% |
| All | +45.2% | -40.6% | +85.8% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling