-21.8%
DXCM vs NTR
+40.7%
-62.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -6.5% | +0.5% | -7.0% | -6.5% |
| 30D | -4.3% | +21.7% | -26.0% | -3.9% |
| 3M | +7.3% | +22.8% | -15.5% | +7.6% |
| 6M | +22.0% | +8.2% | +13.8% | +22.2% |
| YTD | +26.4% | +32.9% | -6.5% | +25.5% |
| 1Y | +7.0% | +45.3% | -38.3% | +5.6% |
| All | -21.8% | +40.7% | -62.5% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling