+2,673.1%
DXCM vs NSC
+1,571.2%
+1,101.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.9% |
| 7D | -3.6% | +1.6% | -5.3% | -4.3% |
| 30D | -4.3% | +4.2% | -8.5% | -6.2% |
| 3M | -10.4% | -0.2% | -10.1% | -10.4% |
| 6M | +33.1% | +7.6% | +25.6% | +27.6% |
| YTD | +22.6% | +17.4% | +5.3% | +12.2% |
| 1Y | +36.5% | +18.3% | +18.3% | +24.3% |
| 3Y | -13.5% | +79.8% | -93.3% | -40.2% |
| 5Y | -49.6% | +34.3% | -84.0% | -60.0% |
| 10Y | +399.5% | +303.1% | +96.4% | +98.7% |
| All | +2,673.1% | +1,571.2% | +1,101.8% | +392.6% |
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