+2,894.9%
DXCM vs NSC
+1,545.5%
+1,349.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.3% |
| 7D | -3.2% | -5.5% | +2.3% | -0.6% |
| 30D | +6.3% | -3.2% | +9.6% | +7.9% |
| 3M | +21.1% | +7.7% | +13.4% | +16.5% |
| 6M | +20.6% | +4.5% | +16.1% | +17.1% |
| YTD | +32.4% | +15.6% | +16.9% | +22.2% |
| 1Y | +8.8% | +19.8% | -11.0% | -1.6% |
| 3Y | -13.7% | +70.1% | -83.8% | -38.9% |
| 5Y | -35.2% | +46.1% | -81.3% | -50.8% |
| 10Y | +281.8% | +328.1% | -46.3% | +46.2% |
| All | +2,894.9% | +1,545.5% | +1,349.4% | +436.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling