+235.9%
NVDA vs DXCM
-13.9%
+249.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.4% |
| 7D | -12.7% | +4.9% | -17.7% | -13.4% |
| 30D | -26.4% | -0.2% | -26.2% | -26.5% |
| 3M | -27.6% | -8.9% | -18.7% | -26.8% |
| 6M | -27.7% | +42.3% | -70.0% | -32.5% |
| YTD | -12.5% | +25.6% | -38.0% | -16.6% |
| 1Y | -12.6% | +39.5% | -52.2% | -18.4% |
| 3Y | +235.9% | -15.3% | +251.2% | +211.7% |
| All | +235.9% | -13.9% | +249.9% | +211.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling