+384.5%
DXCM vs NVMI
+2,494.8%
-2,110.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +3.1% |
| 7D | +4.9% | +1.5% | +3.4% | +4.4% |
| 30D | -0.2% | -4.1% | +3.9% | +0.1% |
| 3M | -8.9% | -22.8% | +13.8% | -4.3% |
| 6M | +42.3% | -36.9% | +79.2% | +52.6% |
| YTD | +25.6% | -3.2% | +28.8% | +17.1% |
| 1Y | +39.5% | +7.1% | +32.5% | +26.0% |
| 3Y | -15.3% | +181.5% | -196.8% | -49.2% |
| 5Y | -48.4% | +141.2% | -189.7% | -68.6% |
| All | +384.5% | +2,494.8% | -2,110.2% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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