+2,739.2%
DXCM vs NVMI
+12,873.9%
-10,134.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +2.8% |
| 7D | +4.9% | +1.5% | +3.4% | +4.7% |
| 30D | -0.2% | -4.1% | +3.9% | 0.0% |
| 3M | -8.9% | -22.8% | +13.8% | -6.3% |
| 6M | +42.3% | -36.9% | +79.2% | +48.3% |
| YTD | +25.6% | -3.2% | +28.8% | +22.1% |
| 1Y | +39.5% | +7.1% | +32.5% | +33.6% |
| 3Y | -15.3% | +181.5% | -196.8% | -31.8% |
| 5Y | -48.4% | +141.2% | -189.7% | -58.0% |
| 10Y | +411.4% | +2,463.4% | -2,052.0% | +213.3% |
| All | +2,739.2% | +12,873.9% | -10,134.7% | +1,315.9% |
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