+2,623.0%
DXCM vs NSC
+1,544.6%
+1,078.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.1% | -1.7% |
| 7D | -3.7% | -3.4% | -0.3% | -2.0% |
| 30D | -5.0% | +3.6% | -8.6% | -6.6% |
| 3M | -8.8% | -1.4% | -7.4% | -8.3% |
| 6M | +31.9% | +6.0% | +25.9% | +27.3% |
| YTD | +20.4% | +15.5% | +4.9% | +11.0% |
| 1Y | +45.7% | +16.2% | +29.5% | +33.8% |
| 3Y | -15.0% | +76.9% | -92.0% | -40.8% |
| 5Y | -48.5% | +29.3% | -77.8% | -58.3% |
| 10Y | +411.2% | +298.3% | +113.0% | +104.5% |
| All | +2,623.0% | +1,544.6% | +1,078.4% | +387.4% |
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