+411.2%
DXCM vs NOC
+158.6%
+252.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.7% |
| 7D | -3.7% | -0.3% | -3.4% | -3.7% |
| 30D | -5.0% | +14.1% | -19.1% | -7.4% |
| 3M | -8.8% | -4.6% | -4.2% | -8.2% |
| 6M | +31.9% | +0.7% | +31.1% | +31.2% |
| YTD | +20.4% | -2.6% | +23.0% | +20.2% |
| 1Y | +45.7% | -1.0% | +46.7% | +44.9% |
| 3Y | -15.0% | +24.5% | -39.5% | -20.8% |
| 5Y | -48.5% | +64.3% | -112.8% | -55.9% |
| 10Y | +411.2% | +162.8% | +248.5% | +266.6% |
| All | +411.2% | +158.6% | +252.6% | +266.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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