-21.8%
DXCM vs NVS
+54.6%
-76.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -6.5% | -15.4% | +8.9% | -4.0% |
| 30D | -4.3% | -12.3% | +8.0% | -2.4% |
| 3M | +7.3% | -7.8% | +15.1% | +8.3% |
| 6M | +22.0% | -13.0% | +35.0% | +24.3% |
| YTD | +26.4% | +2.8% | +23.6% | +25.5% |
| 1Y | +7.0% | +10.6% | -3.6% | +5.1% |
| All | -21.8% | +54.6% | -76.4% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling