+8.8%
DXCM vs NTRS
+47.2%
-38.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | +0.4% | -3.6% | -3.3% |
| 30D | +6.3% | +1.7% | +4.6% | +5.9% |
| 3M | +21.1% | +8.9% | +12.2% | +18.2% |
| 6M | +20.6% | +30.6% | -10.0% | +10.3% |
| YTD | +32.4% | +38.7% | -6.3% | +19.9% |
| 1Y | +8.8% | +48.1% | -39.3% | -3.4% |
| All | +8.8% | +47.2% | -38.3% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling