+34.7%
NXPI vs DXCM
-48.7%
+83.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.4% |
| 7D | +6.8% | +4.9% | +1.8% | +5.6% |
| 30D | +20.0% | -0.2% | +20.2% | +19.9% |
| 3M | +14.8% | -8.9% | +23.7% | +16.9% |
| 6M | -10.5% | +42.3% | -52.7% | -19.3% |
| YTD | +23.7% | +25.6% | -1.8% | +14.7% |
| 1Y | +34.1% | +39.5% | -5.5% | +20.9% |
| 3Y | +51.2% | -15.3% | +66.5% | +42.1% |
| All | +34.7% | -48.7% | +83.5% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling