-21.8%
DXCM vs NTRA
+510.2%
-532.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.2% |
| 7D | -6.5% | +1.6% | -8.1% | -6.8% |
| 30D | -4.3% | +3.8% | -8.1% | -5.3% |
| 3M | +7.3% | +48.2% | -41.0% | -4.5% |
| 6M | +22.0% | +61.0% | -38.9% | +5.2% |
| YTD | +26.4% | +44.2% | -17.8% | +12.0% |
| 1Y | +7.0% | +87.3% | -80.3% | -12.6% |
| All | -21.8% | +510.2% | -532.0% | -59.4% |
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