+14,535.0%
NVDA vs DXCM
+266.8%
+14,268.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.1% | -2.6% |
| 7D | -4.4% | -5.8% | +1.4% | -2.7% |
| 30D | +0.4% | -5.6% | +6.0% | +2.1% |
| 3M | +9.0% | +13.0% | -4.1% | +3.9% |
| 6M | +18.3% | +24.7% | -6.3% | +8.7% |
| YTD | +17.2% | +27.3% | -10.1% | +6.6% |
| 1Y | +23.3% | +11.2% | +12.1% | +15.7% |
| 3Y | +380.0% | -19.0% | +399.1% | +355.4% |
| 5Y | +874.6% | -38.5% | +913.1% | +880.5% |
| All | +14,535.0% | +266.8% | +14,268.2% | +9,737.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling