+8.4%
DXCM vs NTAP
+61.9%
-53.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.9% | -5.7% | -4.1% |
| 7D | -6.2% | +3.3% | -9.5% | -6.6% |
| 30D | -0.3% | -0.2% | -0.1% | -0.3% |
| 3M | +10.3% | +11.4% | -1.1% | +8.9% |
| 6M | +24.1% | +88.7% | -64.5% | +13.5% |
| YTD | +27.4% | +78.9% | -51.6% | +17.0% |
| 1Y | +8.4% | +58.8% | -50.4% | +0.6% |
| All | +8.4% | +61.9% | -53.6% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling