-19.0%
DXCM vs NSC
+77.9%
-96.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.4% | -3.8% |
| 7D | -6.2% | -1.5% | -4.7% | -6.2% |
| 30D | -0.3% | -1.9% | +1.7% | -0.2% |
| 3M | +10.3% | +6.2% | +4.1% | +10.3% |
| 6M | +24.1% | +9.2% | +14.9% | +23.9% |
| YTD | +27.4% | +15.0% | +12.3% | +27.2% |
| 1Y | +8.4% | +21.1% | -12.7% | +8.2% |
| 3Y | -19.0% | +78.6% | -97.6% | -16.1% |
| All | -19.0% | +77.9% | -96.9% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 3y: compounded portfolio wealth divided by compounded NSC 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…
3y analysis · Full analysis span regression · 6 months rolling