+1,539.9%
DXCM vs NWSA
+127.4%
+1,412.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.4% |
| 7D | -3.2% | -1.9% | -1.3% | -2.6% |
| 30D | +6.3% | +4.6% | +1.8% | +4.6% |
| 3M | +21.1% | +13.2% | +7.9% | +15.7% |
| 6M | +20.6% | +27.0% | -6.4% | +10.3% |
| YTD | +32.4% | +16.8% | +15.6% | +24.5% |
| 1Y | +8.8% | +4.5% | +4.3% | +5.9% |
| 3Y | -13.7% | +46.2% | -60.0% | -26.3% |
| 5Y | -35.2% | +40.9% | -76.1% | -45.1% |
| 10Y | +281.8% | +145.1% | +136.7% | +151.6% |
| All | +1,539.9% | +127.4% | +1,412.5% | +996.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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