-3.1%
DXCM vs NVDX
+357.5%
-360.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.4% | +2.7% |
| 7D | +4.9% | -24.7% | +29.7% | +7.0% |
| 30D | -0.2% | -48.2% | +48.0% | +4.3% |
| 3M | -8.9% | -51.9% | +43.0% | -4.5% |
| 6M | +42.3% | -55.6% | +97.9% | +49.0% |
| YTD | +25.6% | -41.5% | +67.1% | +27.1% |
| 1Y | +39.5% | -44.0% | +83.5% | +41.5% |
| 3Y | -15.3% | +262.2% | -277.5% | -36.9% |
| All | -3.1% | +357.5% | -360.7% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling