-39.3%
DXCM vs NVMI
+274.3%
-313.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -6.5% | +6.9% | -13.4% | -7.8% |
| 30D | -4.3% | -2.8% | -1.5% | -4.0% |
| 3M | +7.3% | -27.3% | +34.6% | +12.7% |
| 6M | +22.0% | -13.7% | +35.7% | +20.5% |
| YTD | +26.4% | +13.8% | +12.5% | +14.9% |
| 1Y | +7.0% | +34.9% | -27.9% | -8.2% |
| 3Y | -19.6% | +213.5% | -233.1% | -53.6% |
| 5Y | -39.3% | +272.5% | -311.8% | -68.3% |
| All | -39.3% | +274.3% | -313.6% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling