+1.0%
NXPI vs DXCM
+6.5%
-5.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -1.7% |
| 7D | +0.7% | -6.2% | +6.9% | +0.7% |
| 30D | -6.6% | -0.3% | -6.3% | -6.6% |
| 3M | -25.4% | +10.3% | -35.7% | -25.1% |
| 6M | +11.9% | +24.1% | -12.2% | +11.4% |
| YTD | +4.0% | +27.4% | -23.3% | +3.1% |
| 1Y | +1.0% | +8.4% | -7.3% | +2.3% |
| All | +1.0% | +6.5% | -5.5% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling