+17.8%
NXPI vs DXCM
-17.7%
+35.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.6% |
| 7D | +1.9% | -3.2% | +5.1% | +2.4% |
| 30D | -1.4% | +6.3% | -7.8% | -2.4% |
| 3M | -29.1% | +21.1% | -50.1% | -31.5% |
| 6M | +6.2% | +20.6% | -14.4% | +2.5% |
| YTD | +5.9% | +32.4% | -26.6% | +0.3% |
| 1Y | +2.9% | +8.8% | -6.0% | +0.6% |
| All | +17.8% | -17.7% | +35.5% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling