+2,780.1%
DXCM vs NYT
+149.1%
+2,631.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.8% | -4.2% |
| 7D | -6.2% | +0.3% | -6.6% | -6.3% |
| 30D | -0.3% | +7.0% | -7.2% | -2.6% |
| 3M | +10.3% | -7.9% | +18.2% | +13.0% |
| 6M | +24.1% | -15.0% | +39.1% | +30.0% |
| YTD | +27.4% | -1.3% | +28.6% | +26.5% |
| 1Y | +8.4% | +16.9% | -8.5% | +1.4% |
| 3Y | -19.0% | +58.9% | -77.9% | -33.8% |
| 5Y | -38.6% | +40.9% | -79.5% | -48.7% |
| 10Y | +252.9% | +471.8% | -218.9% | +67.3% |
| All | +2,780.1% | +149.1% | +2,631.0% | +1,250.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling