+1.0%
NVDA vs DXCM
+44.8%
-43.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.6% | -9.8% | -3.1% |
| 7D | -7.1% | +12.5% | -19.6% | -7.1% |
| 30D | -16.2% | +1.8% | -18.0% | -16.1% |
| 3M | -5.5% | +1.8% | -7.2% | -5.3% |
| 6M | +1.1% | +47.4% | -46.3% | +0.4% |
| YTD | +7.6% | +33.3% | -25.8% | +9.1% |
| 1Y | +1.0% | +44.6% | -43.7% | +3.1% |
| All | +1.0% | +44.8% | -43.9% | +3.1% |
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