-14.9%
NVDA vs DXCM
+44.9%
-59.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -5.5% |
| 7D | -18.3% | -3.7% | -14.6% | -18.1% |
| 30D | -26.3% | -5.0% | -21.4% | -26.2% |
| 3M | -22.3% | -8.8% | -13.5% | -22.1% |
| 6M | -21.3% | +31.9% | -53.2% | -21.2% |
| YTD | -9.2% | +20.4% | -29.6% | -7.1% |
| 1Y | -14.9% | +45.7% | -60.7% | -9.3% |
| All | -14.9% | +44.9% | -59.8% | -9.3% |
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 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