+257.0%
DXCM vs NYT
+489.9%
-233.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.9% |
| 7D | -5.5% | -0.6% | -4.9% | -5.4% |
| 30D | -8.6% | +4.6% | -13.1% | -9.7% |
| 3M | +10.3% | -9.6% | +19.9% | +13.1% |
| 6M | +25.2% | -14.0% | +39.2% | +29.6% |
| YTD | +25.1% | -2.8% | +27.9% | +25.0% |
| 1Y | +9.2% | +15.6% | -6.3% | +3.8% |
| 3Y | -22.6% | +56.3% | -78.9% | -34.5% |
| 5Y | -39.5% | +39.5% | -79.1% | -48.9% |
| All | +257.0% | +489.9% | -233.0% | +135.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling