+214.4%
NXPI vs DXCM
+412.4%
-198.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.9% |
| 7D | +1.7% | -9.2% | +10.9% | +3.8% |
| 30D | +19.7% | -6.5% | +26.2% | +21.2% |
| 3M | +14.5% | -10.3% | +24.8% | +16.9% |
| 6M | -11.2% | +35.4% | -46.7% | -18.4% |
| YTD | +25.8% | +21.1% | +4.7% | +18.2% |
| 1Y | +35.2% | +38.2% | -3.0% | +23.2% |
| 3Y | +52.3% | -14.6% | +66.8% | +45.4% |
| 5Y | +34.8% | -49.6% | +84.4% | +39.4% |
| 10Y | +214.4% | +393.1% | -178.7% | +157.1% |
| All | +214.4% | +412.4% | -198.0% | +157.1% |
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