+485.4%
NVDA vs DXCM
-48.9%
+534.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -4.9% |
| 7D | -11.6% | -4.4% | -7.2% | -10.6% |
| 30D | -22.1% | -3.6% | -18.5% | -21.6% |
| 3M | -20.1% | -4.3% | -15.8% | -19.7% |
| 6M | -16.8% | +33.8% | -50.5% | -25.7% |
| YTD | -4.0% | +22.1% | -26.1% | -12.2% |
| 1Y | -4.8% | +47.4% | -52.2% | -18.5% |
| 3Y | +281.7% | -12.3% | +294.0% | +241.6% |
| 5Y | +485.4% | -49.1% | +534.5% | +570.4% |
| All | +485.4% | -48.9% | +534.2% | +570.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling