+2,894.9%
DXCM vs NVMI
+15,087.8%
-12,192.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.5% | -2.8% |
| 7D | -3.2% | +6.6% | -9.8% | -4.1% |
| 30D | +6.3% | -7.5% | +13.9% | +7.3% |
| 3M | +21.1% | -28.5% | +49.6% | +25.4% |
| 6M | +20.6% | -15.7% | +36.3% | +21.0% |
| YTD | +32.4% | +13.3% | +19.1% | +26.8% |
| 1Y | +8.8% | +48.3% | -39.4% | -0.3% |
| 3Y | -13.7% | +191.2% | -205.0% | -30.5% |
| 5Y | -35.2% | +268.7% | -303.9% | -49.8% |
| 10Y | +281.8% | +3,034.8% | -2,753.0% | +129.4% |
| All | +2,894.9% | +15,087.8% | -12,192.9% | +1,370.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling