+2,894.9%
DXCM vs NVS
+692.1%
+2,202.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -0.9% |
| 7D | -3.2% | +4.0% | -7.2% | -5.7% |
| 30D | +6.3% | +3.6% | +2.7% | +3.7% |
| 3M | +21.1% | +7.8% | +13.3% | +14.5% |
| 6M | +20.6% | -0.2% | +20.8% | +19.3% |
| YTD | +32.4% | +19.6% | +12.9% | +16.7% |
| 1Y | +8.8% | +28.4% | -19.5% | -8.7% |
| 3Y | -13.7% | +76.2% | -89.9% | -42.9% |
| 5Y | -35.2% | +111.1% | -146.3% | -62.5% |
| 10Y | +281.8% | +224.3% | +57.5% | +59.7% |
| All | +2,894.9% | +692.1% | +2,202.7% | +637.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling