+340.8%
DXCM vs NTRA
+1,723.2%
-1,382.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -3.2% | +0.6% | -3.8% | -3.4% |
| 30D | +6.3% | +19.5% | -13.2% | +1.4% |
| 3M | +21.1% | +47.8% | -26.7% | +9.3% |
| 6M | +20.6% | +61.6% | -41.1% | +5.9% |
| YTD | +32.4% | +43.3% | -10.8% | +19.3% |
| 1Y | +8.8% | +97.0% | -88.2% | -9.5% |
| 3Y | -13.7% | +424.9% | -438.7% | -44.7% |
| 5Y | -35.2% | +165.2% | -200.4% | -55.6% |
| 10Y | +281.8% | +3,114.3% | -2,832.5% | +47.7% |
| All | +340.8% | +1,723.2% | -1,382.5% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling