+482.9%
DXCM vs NTR
+98.7%
+384.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.2% | +1.2% |
| 7D | -5.8% | -2.5% | -3.3% | -5.4% |
| 30D | -5.6% | +17.0% | -22.6% | -8.4% |
| 3M | +13.0% | +22.2% | -9.2% | +8.4% |
| 6M | +24.7% | +5.2% | +19.5% | +22.4% |
| YTD | +27.3% | +29.7% | -2.3% | +19.0% |
| 1Y | +11.2% | +39.4% | -28.2% | +1.9% |
| 3Y | -19.0% | +38.2% | -57.2% | -27.0% |
| 5Y | -38.5% | +47.6% | -86.1% | -48.5% |
| All | +482.9% | +98.7% | +384.3% | +286.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling