+257.0%
DXCM vs NTRS
+259.9%
-3.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.1% |
| 7D | -5.5% | +1.4% | -6.9% | -5.9% |
| 30D | -8.6% | -0.7% | -7.9% | -8.4% |
| 3M | +10.3% | +11.3% | -1.0% | +6.6% |
| 6M | +25.2% | +35.5% | -10.3% | +13.8% |
| YTD | +25.1% | +40.6% | -15.5% | +12.3% |
| 1Y | +9.2% | +49.2% | -40.0% | -3.8% |
| 3Y | -22.6% | +167.2% | -189.8% | -43.7% |
| 5Y | -39.5% | +94.9% | -134.5% | -52.2% |
| All | +257.0% | +259.9% | -3.0% | +118.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling