-38.6%
DXCM vs NOC
+56.8%
-95.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -3.9% |
| 7D | -6.2% | -2.7% | -3.5% | -6.0% |
| 30D | -0.3% | -8.9% | +8.6% | +0.5% |
| 3M | +10.3% | -3.7% | +14.0% | +10.6% |
| 6M | +24.1% | -30.8% | +54.9% | +27.5% |
| YTD | +27.4% | -7.9% | +35.3% | +28.3% |
| 1Y | +8.4% | -9.4% | +17.8% | +9.3% |
| 3Y | -19.0% | +29.0% | -48.0% | -22.6% |
| 5Y | -38.6% | +56.1% | -94.6% | -37.2% |
| All | -38.6% | +56.8% | -95.3% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling