+45.7%
DXCM vs NOC
-1.3%
+47.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.6% |
| 7D | -3.7% | -0.3% | -3.4% | -3.7% |
| 30D | -5.0% | +14.1% | -19.1% | -6.9% |
| 3M | -8.8% | -4.6% | -4.2% | -7.9% |
| 6M | +31.9% | +0.7% | +31.1% | +31.8% |
| YTD | +20.4% | -2.6% | +23.0% | +24.9% |
| 1Y | +45.7% | -1.0% | +46.7% | +51.3% |
| All | +45.7% | -1.3% | +47.0% | +51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling