+384.5%
DXCM vs NVS
+260.1%
+124.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +4.9% | -1.3% | +6.2% | +5.5% |
| 30D | -0.2% | +9.3% | -9.4% | -4.1% |
| 3M | -8.9% | +5.8% | -14.7% | -12.0% |
| 6M | +42.3% | +7.2% | +35.1% | +35.7% |
| YTD | +25.6% | +20.0% | +5.6% | +12.8% |
| 1Y | +39.5% | +25.4% | +14.2% | +22.4% |
| 3Y | -15.3% | +89.2% | -104.5% | -42.3% |
| 5Y | -48.4% | +134.6% | -183.1% | -69.7% |
| All | +384.5% | +260.1% | +124.5% | +132.8% |
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