+506.3%
DXCM vs NTR
+100.5%
+405.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.7% |
| 7D | -3.2% | +8.1% | -11.3% | -4.7% |
| 30D | +6.3% | +18.8% | -12.4% | +2.9% |
| 3M | +21.1% | +16.2% | +4.9% | +17.3% |
| 6M | +20.6% | +9.8% | +10.8% | +17.3% |
| YTD | +32.4% | +30.9% | +1.6% | +23.6% |
| 1Y | +8.8% | +41.8% | -32.9% | -0.7% |
| 3Y | -13.7% | +35.8% | -49.5% | -21.8% |
| 5Y | -35.2% | +51.0% | -86.2% | -46.1% |
| All | +506.3% | +100.5% | +405.8% | +301.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling