+2,894.9%
DXCM vs NOC
+1,504.4%
+1,390.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -0.9% |
| 7D | -3.2% | -5.2% | +2.0% | -0.9% |
| 30D | +6.3% | -7.2% | +13.5% | +9.8% |
| 3M | +21.1% | -5.1% | +26.2% | +23.4% |
| 6M | +20.6% | -31.1% | +51.6% | +41.7% |
| YTD | +32.4% | -8.6% | +41.0% | +35.6% |
| 1Y | +8.8% | -9.7% | +18.6% | +11.8% |
| 3Y | -13.7% | +24.3% | -38.0% | -28.4% |
| 5Y | -35.2% | +52.6% | -87.8% | -54.2% |
| 10Y | +281.8% | +183.6% | +98.2% | +56.8% |
| All | +2,894.9% | +1,504.4% | +1,390.5% | +185.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling