-49.6%
DXCM vs NVS
+133.2%
-182.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | -9.2% | -2.8% | -6.4% | -8.3% |
| 30D | -6.5% | +11.5% | -17.9% | -9.8% |
| 3M | -10.3% | +3.7% | -13.9% | -11.8% |
| 6M | +35.4% | +10.4% | +25.0% | +29.4% |
| YTD | +21.1% | +19.8% | +1.2% | +11.9% |
| 1Y | +38.2% | +26.6% | +11.6% | +25.0% |
| 3Y | -14.6% | +90.1% | -104.7% | -37.5% |
| 5Y | -49.6% | +133.4% | -182.9% | -68.0% |
| All | -49.6% | +133.2% | -182.7% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling