+195.8%
NXPI vs DXCM
+256.6%
-60.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -0.9% |
| 7D | +0.7% | -6.2% | +6.9% | +2.0% |
| 30D | -6.6% | -0.3% | -6.3% | -6.6% |
| 3M | -25.4% | +10.3% | -35.7% | -27.6% |
| 6M | +11.9% | +24.1% | -12.2% | +5.2% |
| YTD | +4.0% | +27.4% | -23.3% | -2.9% |
| 1Y | +1.0% | +8.4% | -7.3% | -2.7% |
| 3Y | +16.3% | -19.0% | +35.3% | +12.5% |
| 5Y | +17.7% | -38.6% | +56.3% | +16.9% |
| 10Y | +195.8% | +252.9% | -57.1% | +140.1% |
| All | +195.8% | +256.6% | -60.8% | +140.1% |
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