+263.3%
DXCM vs NVS
+180.2%
+83.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -5.8% | -15.7% | +9.9% | +1.5% |
| 30D | -5.6% | -11.1% | +5.5% | -1.1% |
| 3M | +13.0% | -7.2% | +20.2% | +15.4% |
| 6M | +24.7% | -12.3% | +37.0% | +30.7% |
| YTD | +27.3% | +2.8% | +24.6% | +23.0% |
| 1Y | +11.2% | +11.9% | -0.7% | +2.4% |
| 3Y | -19.0% | +55.1% | -74.1% | -39.1% |
| 5Y | -38.5% | +94.1% | -132.5% | -60.2% |
| All | +263.3% | +180.2% | +83.1% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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