+186.7%
NXPI vs DXCM
+410.2%
-223.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.0% | +7.6% | +2.9% |
| 7D | -4.4% | -3.5% | -0.9% | -3.7% |
| 30D | +5.6% | -5.8% | +11.4% | +6.8% |
| 3M | +7.6% | -4.3% | +12.0% | +8.2% |
| 6M | -17.6% | +31.6% | -49.1% | -23.8% |
| YTD | +15.9% | +19.6% | -3.8% | +9.2% |
| 1Y | +22.4% | +36.9% | -14.5% | +11.7% |
| 3Y | +43.2% | -16.3% | +59.5% | +37.4% |
| 5Y | +21.4% | -50.0% | +71.4% | +25.7% |
| All | +186.7% | +410.2% | -223.4% | +133.8% |
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