+2,894.9%
DXCM vs NTAP
+805.6%
+2,089.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -3.2% | -0.8% | -2.5% | -3.0% |
| 30D | +6.3% | -0.5% | +6.9% | +6.3% |
| 3M | +21.1% | +4.1% | +17.0% | +18.5% |
| 6M | +20.6% | +88.0% | -67.4% | -6.3% |
| YTD | +32.4% | +75.6% | -43.1% | +5.0% |
| 1Y | +8.8% | +58.9% | -50.1% | -10.9% |
| 3Y | -13.7% | +153.6% | -167.3% | -42.4% |
| 5Y | -35.2% | +127.6% | -162.8% | -55.5% |
| 10Y | +281.8% | +580.4% | -298.6% | +59.3% |
| All | +2,894.9% | +805.6% | +2,089.2% | +755.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling