+373.3%
DXCM vs NOC
+159.4%
+213.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -3.6% | +4.5% | -8.2% | -4.4% |
| 30D | -4.3% | +14.1% | -18.4% | -6.7% |
| 3M | -10.4% | -4.5% | -5.9% | -9.8% |
| 6M | +33.1% | -0.8% | +33.9% | +32.8% |
| YTD | +22.6% | -2.5% | +25.2% | +22.4% |
| 1Y | +36.5% | -0.1% | +36.6% | +35.6% |
| 3Y | -13.5% | +24.6% | -38.1% | -19.3% |
| 5Y | -49.6% | +65.6% | -115.2% | -56.9% |
| All | +373.3% | +159.4% | +213.8% | +237.9% |
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