-15.3%
DXCM vs NTRA
+562.3%
-577.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.7% |
| 7D | +4.9% | +2.7% | +2.2% | +4.3% |
| 30D | -0.2% | -19.2% | +19.0% | +4.3% |
| 3M | -8.9% | +2.7% | -11.6% | -10.1% |
| 6M | +42.3% | +63.4% | -21.1% | +23.1% |
| YTD | +25.6% | +39.3% | -13.7% | +12.2% |
| 1Y | +39.5% | +59.0% | -19.5% | +20.3% |
| 3Y | -15.3% | +557.4% | -572.6% | -56.0% |
| All | -15.3% | +562.3% | -577.6% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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