-48.1%
DXCM vs NTR
+19.8%
-67.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +4.9% | -0.3% | +5.3% | +5.0% |
| 30D | -0.2% | +2.0% | -2.1% | -0.3% |
| 3M | -8.9% | +6.4% | -15.3% | -9.5% |
| 6M | +42.3% | +1.6% | +40.7% | +41.8% |
| YTD | +25.6% | +18.2% | +7.3% | +21.8% |
| 1Y | +39.5% | +23.9% | +15.6% | +34.3% |
| 3Y | -15.3% | +44.7% | -59.9% | -21.7% |
| All | -48.1% | +19.8% | -67.9% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling