-49.1%
DXCM vs NTAP
+114.1%
-163.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +0.9% |
| 7D | -4.4% | -5.0% | +0.6% | -3.0% |
| 30D | -3.6% | -25.8% | +22.1% | +4.6% |
| 3M | -4.3% | -6.9% | +2.5% | -4.2% |
| 6M | +33.8% | +50.0% | -16.2% | +10.7% |
| YTD | +22.1% | +66.9% | -44.8% | -4.1% |
| 1Y | +47.4% | +58.3% | -10.9% | +18.2% |
| 3Y | -12.3% | +145.1% | -157.4% | -47.2% |
| 5Y | -49.1% | +114.2% | -163.3% | -70.0% |
| All | -49.1% | +114.1% | -163.2% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling