-25.3%
DXCM vs NVD
-98.6%
+73.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.9% | -12.3% | -0.6% |
| 7D | -3.7% | +43.9% | -47.6% | -0.9% |
| 30D | -5.0% | +74.0% | -79.0% | -0.8% |
| 3M | -8.8% | +48.3% | -57.2% | -5.7% |
| 6M | +31.9% | +30.3% | +1.5% | +35.6% |
| YTD | +20.4% | -12.9% | +33.3% | +20.6% |
| 1Y | +45.7% | -4.0% | +49.7% | +47.5% |
| 3Y | -15.0% | -98.5% | +83.4% | -34.8% |
| All | -25.3% | -98.6% | +73.3% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling