+10,058.2%
NVDA vs DXCM
+411.4%
+9,646.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -5.0% |
| 7D | -18.3% | -3.7% | -14.6% | -17.5% |
| 30D | -26.3% | -5.0% | -21.4% | -25.6% |
| 3M | -22.3% | -8.8% | -13.5% | -20.6% |
| 6M | -21.3% | +31.9% | -53.2% | -29.4% |
| YTD | -9.2% | +20.4% | -29.6% | -16.7% |
| 1Y | -14.9% | +45.7% | -60.7% | -26.8% |
| 3Y | +250.5% | -15.0% | +265.5% | +226.3% |
| 5Y | +475.8% | -48.5% | +524.3% | +508.4% |
| 10Y | +10,058.2% | +411.2% | +9,647.0% | +6,177.3% |
| All | +10,058.2% | +411.4% | +9,646.8% | +6,177.3% |
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