-1.8%
DXCM vs NVDX
+774.9%
-776.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +1.1% |
| 7D | -5.8% | -8.6% | +2.8% | -5.1% |
| 30D | -5.6% | -1.4% | -4.2% | -5.7% |
| 3M | +13.0% | +10.6% | +2.4% | +11.2% |
| 6M | +24.7% | +20.2% | +4.5% | +20.7% |
| YTD | +27.3% | +11.8% | +15.5% | +23.5% |
| 1Y | +11.2% | +12.9% | -1.7% | +6.9% |
| All | -1.8% | +774.9% | -776.6% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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