+2,729.0%
DXCM vs NTRS
+603.3%
+2,125.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.3% |
| 7D | -5.5% | +1.4% | -6.9% | -6.2% |
| 30D | -8.6% | -0.7% | -7.9% | -8.3% |
| 3M | +10.3% | +11.3% | -1.0% | +4.3% |
| 6M | +25.2% | +35.5% | -10.3% | +6.9% |
| YTD | +25.1% | +40.6% | -15.5% | +4.6% |
| 1Y | +9.2% | +49.2% | -40.0% | -11.7% |
| 3Y | -22.6% | +167.2% | -189.8% | -55.0% |
| 5Y | -39.5% | +94.9% | -134.5% | -60.1% |
| 10Y | +257.3% | +259.5% | -2.2% | +44.5% |
| All | +2,729.0% | +603.3% | +2,125.7% | +542.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling