+48.8%
NU vs DXCM
-37.7%
+86.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.4% |
| 7D | +7.5% | -3.2% | +10.7% | +8.5% |
| 30D | +6.1% | +6.3% | -0.2% | +4.0% |
| 3M | +26.8% | +21.1% | +5.7% | +18.2% |
| 6M | +2.5% | +20.6% | -18.1% | -4.7% |
| YTD | -8.2% | +32.4% | -40.6% | -17.4% |
| 1Y | +3.4% | +8.8% | -5.5% | -2.0% |
| 3Y | +116.2% | -13.7% | +129.9% | +95.9% |
| All | +48.8% | -37.7% | +86.5% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling