-22.4%
DXCM vs NVD
-99.1%
+76.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.7% |
| 7D | -5.5% | +10.8% | -16.4% | -4.8% |
| 30D | -8.6% | +0.8% | -9.3% | -8.3% |
| 3M | +10.3% | -20.8% | +31.2% | +8.9% |
| 6M | +25.2% | -41.2% | +66.4% | +21.1% |
| YTD | +25.1% | -44.2% | +69.3% | +20.9% |
| 1Y | +9.2% | -54.2% | +63.4% | +4.4% |
| 3Y | -22.6% | -99.1% | +76.5% | -44.5% |
| All | -22.4% | -99.1% | +76.7% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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