+1,921.9%
NXPI vs DXCM
+2,605.6%
-683.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.0% | +7.6% | +3.0% |
| 7D | -4.4% | -3.5% | -0.9% | -3.6% |
| 30D | +5.6% | -5.8% | +11.4% | +6.9% |
| 3M | +7.6% | -4.3% | +12.0% | +8.3% |
| 6M | -17.6% | +31.6% | -49.1% | -24.4% |
| YTD | +15.9% | +19.6% | -3.8% | +8.5% |
| 1Y | +22.4% | +36.9% | -14.5% | +10.6% |
| 3Y | +43.2% | -16.3% | +59.5% | +36.9% |
| 5Y | +21.4% | -50.0% | +71.4% | +27.4% |
| 10Y | +186.8% | +413.2% | -226.4% | +57.3% |
| All | +1,921.9% | +2,605.6% | -683.7% | +394.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling