+35.4%
DXCM vs NVD
+21.3%
+14.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.3% | +0.7% |
| 7D | -9.2% | +27.3% | -36.5% | -9.9% |
| 30D | -6.5% | +59.9% | -66.4% | -7.9% |
| 3M | -10.3% | +39.4% | -49.7% | -11.3% |
| 6M | +35.4% | +27.6% | +7.8% | +33.3% |
| All | +35.4% | +21.3% | +14.1% | +33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling