+44.6%
DXCM vs NYT
+16.5%
+28.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.9% | +7.6% | +6.8% |
| 7D | +12.5% | -3.9% | +16.4% | +13.5% |
| 30D | +1.8% | +4.3% | -2.5% | +1.1% |
| 3M | +1.8% | -11.7% | +13.5% | +4.2% |
| 6M | +47.4% | -14.4% | +61.8% | +50.2% |
| YTD | +33.3% | -3.0% | +36.4% | +39.4% |
| 1Y | +44.6% | +16.5% | +28.1% | +60.2% |
| All | +44.6% | +16.5% | +28.1% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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