-37.4%
DXCM vs NTRS
+91.2%
-128.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | -5.8% | +0.3% | -6.1% | -5.9% |
| 30D | -5.6% | +0.2% | -5.8% | -5.7% |
| 3M | +13.0% | +13.2% | -0.2% | +8.0% |
| 6M | +24.7% | +36.9% | -12.3% | +11.1% |
| YTD | +27.3% | +39.1% | -11.8% | +12.8% |
| 1Y | +11.2% | +50.4% | -39.2% | -4.4% |
| 3Y | -19.0% | +166.8% | -185.8% | -44.2% |
| All | -37.4% | +91.2% | -128.6% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling